Downloading Multiple Files

Hi all
         I want a functionality of Downloading Multiple files from
site with single request without using zip concept.Please anybody help
me out this.

I don't think this is possible. A single request will have only a single response.

Have you ever seen a web page that does this? It's certainly not
something you'd be likely to achieve with Rails. You might be able to
fudge it by firing lots of requests with AJAX, but I can't say I've
seen that done either.