How do I download my itunes music to my PC all at one time?

I have a huge library of music and movies purchased over the years. I haven't been using a computer for my music for a long time and just got one big and stable enough to hold it all. I have been on the phone with Apple ITunes help for about 3.5 hours already and no one knows how to download it all at one time (I want to hit "download all" and return in 5 days sort of thing). Everyone tells me I have to hit the little Cloud icon in every single album or song (not kidding - I have 1000's). I cannot believe Apple would have made this operation so inconvenient. If it is, I feel trapped in a very bad situation of being chained to my computer or leaving the fate of my music in the hands and at the whim of ITunes developers whom I trust less and less lately. It's like being trapped banking somewhere where you can only have $1.00 at a time and have to constantly return for every single dollar individually. Can you imagine sitting at an ATM hitting the $1 button $200 times to get cash? Right now I'm very sorry to be trapped in this situation. I should've bought only CD's and kept them obviously. No wonder my kids hate Apple.

Please help.