Try out the latest toy: FileExporter*.  It's a utility for exporting all Attachments, Content, or Documents from an org.

Unzip contents to any directory on your hard drive and double-click +FileExporter.bat.

Requires Windows XP (or above), and Apex Data Loader--I strongly recommend installing Apex Data Loader 17.  That's it!

Full documentation available here.

* Latest version posted June 13, 2012.