How to see where a file is being downloaded from...

[Youstolemyname]

I am currently downloading a few radio recordings off a site that uses a php script to serve up the download. Now rather than download them one by one, I was hoping to see where they are hosted and if I can leech them in one big go

However, when I start the download off in firefox, all I get is the PHP link. Are there any apps/addons that will let me see where the file is hosted?

Thanks in advance...