Bookmarklet Library
There's a great library of bookmarklets located at https://www.squarefree.com/bookmarklets/pagelinks.html
These are designed to work in both Firefox and Internet Explorer. Jesse Ruderman's bookmarklets include those which can open all links on a given web page.
Remember you just need to drag a bookmarklet up onto your browser toolbar, and then click on it in order for it to function.