EMusic Download Manager is a download manager for the Mac. It works with the eMusic service, which allows you to download music to your computer. The service is not available in every country. I know for a fact that it is available in the US, but other countries might be supported as well. After you have signed up for the eMusic service, you can start using eMusic Download Manager.
The application allows you to download full albums with one click. Basically, once you have the download manager installed, you can purchase any song and it will be downloaded to your computer in the MP3 format. Songs downloaded with this tool don't seem to have DRM protection, which means you can play them on any player or device that supports the format. eMusic Download Manager can also automatically add your downloaded songs to your iTunes library and, form the preferences window, you can tell what player to use, or to use the default system player.
Once you have added a song to your queue, it will show under downloads, along with some information about it and an estimate of how long it will take. When you add full albums, all the songs that make up the album will be displayed under it, and they will be downloaded one after the other.