Mac OS X comes without support for wget but this limitation is easily fixed. Start off by signing up to Apple Developer Connection and download XCode 3.0 – it’s a free but rather big download. Then open a terminal window and type:
ftp ftp://ftp.gnu.org/gnu/wget/wget-latest.tar.gz
tar -xvzf wget-latest.tar.gz
cd wget-{version}
./configure
make
sudo make install
Replace {version} with the version of wget that was downloaded (shown when unpacking the archive).