wget
C:\Users\YourName>powershell -Command "& {(new-object System.Net.WebClient).Downloadfile('http://example.com/sample.txt', 'sample.txt')}"
PSCommand
(new-object System.Net.WebClient).DownloadFile("http://www.google.co.jp/intl/ja_jp/images/logo.gif","e:\logo.gif")
VBScriptで書くとこんな感じらしい。
http://qiita.com/tukiyo3/items/95286d259b0be6ef715d