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