Zipping is the only option that will have consistent result on all browsers. If it’s not an option because you don’t know zips can be generated dynamically, well, they can. If it’s not an option because you have a grudge against zip files, well..
MIME/multipart is for email messages and/or POST transmission to the HTTP server. It was never intended to be received and parsed on the client side of a HTTP transaction. Some browsers do implement it, some others don’t.
As another alternative, you could have a JavaScript script opening windows downloading the individual files. Or a Java Applet (requires Java Runtimes on the machines, if it’s an enterprise application, that shouldn’t be a problem [as the NetAdmin can deploy it on the workstations]) that would download the files in a directory of the user’s choice.