Copy All Links is amazing. This lightweight add-on allows you to copy all the links on a web page, or only the ones in selection. It also allows you to choose weather to copy all the links or only download links.
Here is a little more about the add-on from the developers:
Copy all the links on a web page to clipboard with only a few mouse clicks!
It supports direct file links (e.g. http://www.some-server.com/some-file.zip) as well as the links to the most popular file download sites (e.g. http://www.netload.in/dateiabCdeFGH1.htm, etc.).
Want to pick it up? You can get Copy All Links from the Firefox Add-ons website.