Stream list of mp3s

how best to do this

[HelenDev]

I've got a page with a list of links to mp3s. If people click on them windows media will usually jump in (depending on people's machine set up I guess?) and stream them. Or obviously people have the option to right-click and download them if they prefer.

Somebody has said that for ease of use it would be good to offer people the ability to stream them all in order, or download them all at once.

Has anyone got any ideas about how to do this ie either something I could set up, or something I could advise people to do themselves?

The only thing I can think of is offering a zip archive containing all the files, but this would be rather huge!

Anyone got any thoughts?