install net2ftp http://net2ftp.com/ at your site. It offers the following methods of downloading files:
Click on a filename to quickly download one file.
Select multiple files and click on Download; the selected files will be downloaded in a zip archive.
and the same for uploading as well.
This is actually the limitation of the calendar in wordpress because it only displays calendar of the posts and not a calendar in general. So, unless you have a post uploaded in any of the previous months, you will not see the previous link.
