Q: Whats a quick way to download all of my songs and movies on my mac from iCloud?

If you're trying to download music and movies purchased from the iTunes store to your Mac, download them as explained here: http://support.apple.com/kb/ht2519.  If you're trying to transfer them from your Mac to your iOS devices, sync them with iTunes.  (iCloud doesn't transfer videos, and it only makes your music available if you subscribe to iTunes Match or redownload them from the iTunes store.)