There is Multi Installer for doing the floor and walls packages. Other than they When downloading from the many Sims sites that have things in RAR file I use win rar (which is free can be found with a google search for Win rar) to unzip it lets you unzip all the RAR files at once. Than just cut and paste them in to the downloads BUT I think you mean for the blue icons that you have to click on and the only one I know is the Multi installer which I thing only works with walls an floors I think someone had issues when using for the Packaged whole Sims that may have changed though so read the posts when you go to download
they have it at Mod the Sims
http://www.modthesims2.com/showthread.php?t=37577
Sorry I do not download whole Sims I do think it is Great for the walls and floor Just do not try using it for more than like 150 at a time or it will jam up LOL
I tried using it on like 200 files and it froze and I had to uninstall and reinstall