Pretty good and efficient.
As noted by r.koegel, file names containing spaces or "#" (and probably other characters, but these are the two I've come across) are downloaded with "%20" instead of each space, which is somewhat awkward.
If you use Unix, the following script may help you (it sure helped me):
for f in "$@"
do
g=`echo $f | sed -e 's/%20/ /g;s/%23/#/g'`
if [ "$f" != "$g" ]
then
mv "$f" "$g"
fi
done