This dataset depends on the following independent variable (i.e, grid):
    grid: /P  (mb) ordered [ (1075.0) (1000.0) (925.0) (831.25) (712.5) (600.0) (500.0) (400.0) (312.5) (250.0) (200.0) (150.0) (105.0) (72.5) (50.0) (32.5) (20.0) (10.0) (0.0)] :grid
    grid: /T  (months since 01-Jan) periodic (Jan) to (Dec) by 1.0 N= 12 pts :grid
so there will be 228 links below for the different files.
You may want to get a utility like wget which can download sets of files. For example (all one line)
wget -r -l2 -nd --no-parent -e robots=off -v --relative 'http://maproom.metmalawi.gov.mw:8091/SOURCES/.NOAA/.NCEP-NCAR/.CDAS-1/.MONTHLY/.Intrinsic/.PressureLevel/.phi/yearly-climatology/0.0/%5BP%5Dintegrate/P+integral/downloadsarcinfo.html'
single quotes are necessary in unix to protect the url from expansion; probably necessary in other cases as well
| 1075.0 mb | 1000.0 mb | 925.0 mb | 831.25 mb | 712.5 mb | 600.0 mb | 500.0 mb | 400.0 mb | 312.5 mb | 250.0 mb | 200.0 mb | 150.0 mb | 105.0 mb | 72.5 mb | 50.0 mb | 32.5 mb | 20.0 mb | 10.0 mb | 0.0 mb | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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| Dec |