Assuming you have FTP access to your site you would connect to the site via FTP, usually with an ftp client like Filezilla, and download the content onto your computer. You can also accomplish this with most file browsers by using the URL ftp://user@host with your user and host being your domain name if it is hosted with BT. So ftp://domain.co.uk@domain.co.uk or something similar.
Filezila is the great option for back up the whole website. Here you will get the back up of your site with all the content like tags, tempates, images and other jsp files and everything. So better option to use the filezila.
