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If you are a PC user you can follow the following guide for Mac users to download .You will need Firefox and one extra extension

1. Download Firefox
2. Visit THIS SITE and download the extension.
3. Confirm the installation.
4. Download the albums.

Update: If you are a MAC user you can also follow the following steps to download it.

You can also use the Picasa Web Albums Uploader to download entire albums to your Mac from your Google Account for Picasa Web Albums. Follow the instructions below to get started:

1. On your Mac, open the uploader application and sign in to your Google Account.
2. Click the Existing Album tab then choose the album you’d like to download using the album selection menu.
3. Click the Download Album button.
4. Choose the location to which you’d like to save your photos and select Download.

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