wget is a really handy command line utility, but unfortunately not included in OS X. Curl could be a suitable replacement, but frequently scripts are written with wget, and it can be difficult and time-consuming to convert them to using curl.
Below are the steps required to install a working wget on Mac OS X. This has been tested on OS X 10.6 Lion.
Install XCode from http://itunes.apple.com/us/app/xcode/id497799835?ls=1&mt=12 (at this time, it’s a 1.5GB download.)
Launch XCode, updating if necessary.
Go to Preferences > Downloads, and install Command Line Tools
Now open a terminal and perform the following steps at the command line one at a time to download, extract, configure, compile, and install wget: