I'm getting ready to do this very soon too...
To download multiple tracks, simply select a folder or multiple tracks and right click to download (running 2.00beta11).
But Jemplode is a bit better about how it downloads. You can specify how you want the files named... This will allow you to by-pass the limitation mentioned in the FAQ. when you use something like MP3 Tag Studio. If your tags were pretty accurate prior to uploading, this probably wont be a big concern for you.
When you say "another computer" do you mean that you have the collection on 2 PC's and the Rio too?
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Brad B.