Besides P2P, the rise of sites like Rapidshare, Megaupload and the like have provided another avenue for pirates (and other legitimate users of course ...) to peddle their wares. Unlike P2P, there is no upload and related politics involved and matters are attended to with straightforward HTTP downloads (which are usually quite speedy). Most of these sites have a premium option as well as a hamstrung free option. The free option usually involves a time delay, speed cap and sometimes a CAPTCHA as well. What this means is that when John Q. Badboy wants to download a 4GB which due to restrictions has to be uploaded via 40 100MB uploads, he has to deal with this time delay and CAPTCHA BS every bloody time which inevitably makes him a not-so-happy chappy.
True to form though, some chaps have gotten around this. Enter JDownloader, a cross-platform solution that automates all the mundane chores as much as possible. Just paste in all 40 links and go to sleep. JDownloader will wait, queue and download all files one by one.
Sites that use CAPTCHA do require manual intervention, though I'm not sure if this is always the case or not. The application supports a plethora of other download sites besides RS and MU. It is free (as in beer) and although released under the GPL, has a few question marks about licensing issues with its plug-ins.
Enjoy!