There is an add-on for Firefox called FacePad which allows you to download one person's complete photo collection all in one go (well two actually, one for the photos they uploaded, and one for uploaded by others).
You can download FacePad from here: https://addons.mozilla.org/en-US/firefox/addon/8442
You can download Firefox from here: http://www.getfirefox.com
All you have to do is this:
If you are already friends with that person, you will have to download each of their albums seperately. To do this, go to the Photos tab on their profile, then at the bottom where the albums are, right-click on one of the albums, then click Download Album with FacePad, it will then give you a series of dialogues to ask you if you want to keep downloading pictures, at 20 pictures at a time.
If you are not friends with that person, then it is much easier. Simply go to their profile, and to their Photos tab, and you will see two sections - Added by "" and Added by others. Where you see the link on the right that says "See All", right-click each of them to download all of those pictures in that complete album.
And then you have pictures!
Make sure that you configure Firefox to download all the pictures into one folder before you do this, otherwise you will end up with lots of dialogues asking where to download each one to!