You can use wget to download an entire site, but I really, really wouldn't pull HN like that.
If you really want everything then here's one way to do it.
Start with curl, pull http://news.ycombinator.com/item?id=1 and then use Python and BeautifulSoup to extract the items that come with it. Then pick the smallest number that you haven't pulled yet, and repeat.
But I would be absolutely certain you've got it all right before letting it loose, and it is ethically required of you to throttle your bandwidth when doing something like this.
But think twice - there might be better ways of learning what you want to learn.
