The nearest equivalent extension I know of is Download All.
However, Chrome API limitations cripple it badly.
The developer says in this support question:
the reason that this extension doesn't
provide same functionality as in
Firefox is that simply there isn't
enough API for downloads. Chrome
extensions are less powerful than
Firefox ones and there is nothing I
can do with it, it's up to Google.
Your files are downloaded to folder
where all downloads from Chrome are
saved - look at Chrome settings.
Your only other solution is to use an external third-party download manager, but this requires you to right-click on links in order to download.