The command line BSD ftp utility that ships with OS X can be used to download files via HTTP as well as FTP. For example, in Terminal, you would do this to download a DMG file from some site:
$ cd ~/Downloads
$ ftp http://www.some_site.net/file.dmg
You will see the file automatically begin downloading into your current directory, which you set to your Downloads folder with the first command. Now you probably won't need to install the GNU wget utility.
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