I looked at this with http://www.google.com/search?hl=en&source=skydrive&q=How+to+download+a+folder+from+skydrive%3F and it seems that others have looked at this.
Do any of those answers work for you?
I have as a backup photos on Skydrive. How can I downlosd the folders rather than single photos. Win 7 Home premium, HP s5306UK