This dataset depends on the following independent variable (i.e, grid):
    grid: /T  (months since 01-Jan) periodic (16 Dec  - 15 Jan) to (16 Nov  - 15 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/yearly-climatology/X+differences/T+partial/downloadsarcinfo.html'
single quotes are necessary in unix to protect the url from expansion; probably necessary in other cases as well
| 16 Dec - 15 Jan |  | 
|---|---|
| 16 Jan - 15 Feb |  | 
| 16 Feb - 15 Mar |  | 
| 16 Mar - 15 Apr |  | 
| 16 Apr - 15 May |  | 
| 16 May - 15 Jun |  | 
| 16 Jun - 15 Jul |  | 
| 16 Jul - 15 Aug |  | 
| 16 Aug - 15 Sep |  | 
| 16 Sep - 15 Oct |  | 
| 16 Oct - 15 Nov |  | 
| 16 Nov - 15 Dec |  |