This dataset depends on the following independent variable (i.e, grid):
grid: /P (mb) ordered [ (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)] :grid
grid: /T (months since 1960-01-01) ordered (0000 1 Jan 1960) to (0000 1 Jan 1961) by 1.0 N= 13 pts :grid
so there will be 195 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://197.155.140.164/SOURCES/.NOAA/.NCEP-NCAR/.CDAS-1/.MONTHLY/.Intrinsic/.PressureLevel/.CBMZW/%5BP%5Dpartial/%5BP%5Ddifferences/yearly-climatology/T+integral/downloadsarcinfo.html'
single quotes are necessary in unix to protect the url from expansion; probably necessary in other cases as well