> I only want to download the pdf and zip files.  I
> use a filter like this
> -* +*.pdf +*.zip
> 
> but it doesnt download anything

It download exactly what you said to do, your starting url plus any pdf and
zip mentioned on THAT page.

If you want more you MUST let it spider the site to get the urls.
-* +mime:text/html +*.pdf +*.zip