Microsoft supports the RSS Xpress feed format for download. It's a very nice way to go about getting content is what you need to use RSS with Xpress. Microsoft supports both Microsoft and open source technologies and you can add many of the items available in the open source Marketplace. Just put the links to the websites where you want to download the content and you'll get it right then and there.
Applications are another good way to get the information you want to have on your PC. I like to download many applications that help me out on a daily basis. You can search for apps in the marketplace and you'll see all of the applications available, or you can use a search engine like Google or Yahoo. I personally like to use the search engines because you can find apps that aren't listed on the market place that can be very useful.
Free or pro versions of most of the applications are available on the market place. Some of them have features you might need but they can still be useful if you aren't going to use the free version. Many of the applications have many icons that can be used for downloading things directly to your PC without any delay. If you have time, you can learn how to put together a desktop application that will allow you to easily access the content you want to download. Free versions are also available so if you need to use one, you might as well go for it.