To download a remote web site to your local server recursively, you can use wget:
wget -m ftp://username:password@www.mydomain.tld/
The -m switch enables mirroring, which means it enables recursion with infinite recursion depth, and it keeps FTP directory listings as well as time stamps.
If you just want to download a specific subdirectory, e.g. /htdocs, you'd do it as follows:
wget -m ftp://username:password@www.mydomain.tld/htdocs