From the terminal, fire this up:
wget -r ftp://user:[email protected]/<path to your directory>
If you've some special characters in the credentials, you can specify the --user and --password arguments to get it to work.
Example with custom login with specific characters:
wget -r --user="user@login" --password="Pa$$wo|^D" ftp://server.com/<path to your directory>
Be sure to be in the directory on your local machine that you want these files to be copied to.