In the HTML page, there's a lot of links.
Basically the HTML page looks like this:
File No 1 - Link to File No. 1
Document 2 - Link to Document No. 2
PDF 3 - Link to PDF No. 3 etc..
Thanks for any input :)
First Google search returned this. It has the source and a working example. Let me know if it doesn't suit your needs.
Use jQuery plugins having a lot of extra functionality that makes searching easier.