Or of course for a method that involves no code whatsoever, but won't look very pretty....
Just upload all your pdf files to a directory as normal, but make sure that directory browsing is enabled for that directory (on the Zen free space this is enabled by default).
Create a link to that directory from your main site.
Make sure there are no index pages in that directory
Anyone browsing to the directory will then see a list of all the PDF files in the directory, and can just download them at will.
EDIT -
Actually just checked, and as usual there IS a way to make it look pretty
Just include a file called HEADER (or header.html) which contains HTML you want to display before the directory list, and a file called README (or readme.html) which contains HTML you want to display after the directory list.
If you are on a RaQ or cPanel account then you should place a .htaccess file in the directory containing the lines:
Options Indexes
IndexOptions -FancyIndexing
IndexIgnore HEADER README .htaccess
Have a read of
http://underscorebleach.net/jotsheet/2004/01/apache-indexes-101 for more info
Kindest regards,
James Sweet
http://www.zen.co.uk