If you installed Kindle for Mac, you should be able to download your books with that. The default location for your K4Mac books is "~/My Kindle Content" I believe (although it may be a subdirectory in the Documents folder).
Alf's tools should automatically import your DRM keys from K4Mac (more details are of course on his blog) and then you simply add books from the "My Kindle Content" folder.
You can also set that folder as your auto-add folder in Preferences ==> Adding books ==> Automatic adding (tab) so new books automatically show up in calibre.