Download "files" that are a list of links

Here is a full link:

http://goldsmr2.gesdisc.eosdis.nasa.gov/daac-bin/OTF/HTTP_services.cgi?FILENAME=%2Fdata%2FMERRA%2FMST1NXMLD.5.2.0%2F2004%2F01%2FMERRA300.prod.simul.tavg1_2d_mld_Nx.20040101.hdf&FORMAT=bmM0Lw&BBOX=45.687%2C-95.804%2C45.694%2C-95.794&LABEL=MERRA300.prod.simul.tavg1_2d_mld_Nx.20040101.SUB.nc4&SHORTNAME=MST1NXMLD&SERVICE=SUBSET_MERRA&VERSION=1.02&LAYERS=&VARIABLES=tsoil1

If I copy and paste it into my browser, a file still downloads.

@alistaire, you're right. I do need to log in to get this information. Now I understand that RCurl won't work without the login. They have some short instructions how to download all the files using Unix. Looks like I will probably have to contact them to see if there is a way around it since I am not a Unix user.