Soundcloud Downloader will allow you to download any audio file from soundcloud.com. Enter the song URL and the download will start. You can even download whole pages of songs. You can download 5 songs simultaneously. All songs will be downloaded to your desktop or to the folder of your choice. You can as well automatically add it to iTunes. It can also download your favorite songs automatically by entering your soundcloud.com username.
Note: While the software is classified as free, it is actually donationware. Please consider making a donation to help support development.