> Is it possible to modify this program to download media 
> files as well? Like MP3s, MPGs, AVIs...

Generally this is automatic ; except when files are located 
on domains outside the scope of the default mirror (that 
is, files on other domains)
In this case you can either:
- use filters (options/Scan rules) and add something like:
+*.avi +*.mpg +*.mpeg +*.mov +*.mp3 +*.wma
- use options/links/"capture non-html files near a link" 
(this one will catch all "external" data files)