New versions of both Jemplode and emplode will download tunes from empeg to disk. File naming is not very flexible, and playlist structure will not be fully reconstructed automatically, but if you tagged the MP3s correctly before uploading them, a utility like MP3TagStudio will take care of that.

Windows gurus: is there a way to 'undelete' files under Windows (if there was not new disk activity on the affected volume). Hm, I guess it depends on version of Windows and file system type...