This dataset depends on the following independent variable (i.e, grid):
    grid: /T  (months since 01-Jan) periodic (0000 1 Jan) to (0000 1 Dec) by 1.0 N= 12 pts :grid
so there will be 12 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/surface+.pressure/T+integral/yearly-climatology/downloadsarcinfo.html'
single quotes are necessary in unix to protect the url from expansion; probably necessary in other cases as well
| 0000 1 Jan |  | 
|---|---|
| 0000 1 Feb |  | 
| 0000 1 Mar |  | 
| 0000 1 Apr |  | 
| 0000 1 May |  | 
| 0000 1 Jun |  | 
| 0000 1 Jul |  | 
| 0000 1 Aug |  | 
| 0000 1 Sep |  | 
| 0000 1 Oct |  | 
| 0000 1 Nov |  | 
| 0000 1 Dec |  |