The current interface for downloading any data is not very user-friendly and basically impossible to automate.
Landing on a dataset page like this: https://wiki.cancerimagingarchive.net/display/Public/LIDC-IDRI/ and clicking download will result in a .jnlp file to be downloaded. As there was no further explanation there, I expected this to be a server misconfiguration on your end. That a download link for a dataset actually downloads a small java program is very unexpected.
After some emails with someone familiar with the platform I landed here: https://wiki.cancerimagingarchive.net/display/NBIA/Download+Manager which explains that this is the expected behavior and that I need to use a download manger written in Java. As a CS person, this was very confusing to me.
If you choose to continue to provide this interface you should at least include visible instructions on every dataset page explaining that this is actually how it is supposed to work and how to download the file.
I would highly recommend also adding a direct download link as an alternative to the download manager. Currently it's impossible to automatically download any data, as it requires user interactions.
It's also not easily possible to download data to a server that doesn't have a graphical user interface, such as a cloud computing machine.
Finally, the instructions assume that the machine has Oracle Java installed, a commercial product with questionable licensing practices, that is not installed by default on all platforms.