Since I didn't spot any obvious documentation, a quick tutorial:
1) If you haven't already, download and install python 2.6 and WxPython, using the following links:
http://www.python.org/download/releases/2.6/
http://www.wxpython.org/download.php
2) Download the file xadownloader.rar from
http://code.google.com/p/xadownloader/
3) Unpack xadownloader.rar into its own folder somewheres.
4) Double-click main.py (if you've installed both Python dealies earlier, it should execute; if your computer asks how to open it you need to go do step 1 and be less impatient)
5) Set the Plugin: field to your porn repository of choice
6) Set the Overwrite Mode to anything not the default
7) Click on 'Manage Cookies', select each option in turn, and give it your username/password for each service. Remember to Get Cookie before moving on to the next. This is optional, but required if you want the porny stuff. Which, let's face it, is why you're using it.
8) Type in the name of the artist you wish to archive
9) Click 'Start Download'
10) Wait a few minutes
11) Dance in the field of downloaded files. They're in the xadownloader folder, filed under the service, then the artist name.