download more than one file at a time

i wana the source code of down load more than one file at a
time("filesave as" show only one time and i wana to store more than
one file at same destination)
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any way for this....
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Dim file As System.IO.FileInfo=New System.IO.FileInfo("path of file")
Response.AddHeader("Content-Disposition", "attachment; filename=" &
file.Name)
Response.Write(file.FullName)
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this code can down load only one file @ a time but i want to download
more than one file at a time(show "save as" only one time )
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plz..... help