I use wget on my linux boxed on what seems like a daily basis. This morning I got fed up with using browsers to download stuff on a particular Win32 box and went in search of wget binaries for Win32. Google led me to Heiko Herold’s windows wget spot, has a wonderful binary of wget 1.9.1 with SSL support.
I’ve got it installed, in my path, and it’s rocking my world.
As an aside, if you’re looking for a more complete Unixish environment under Windows, you might want to check out Cygwin.