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This is a little Java class I whiped up based on some code in an issue of 2600. You just need the internet address of any file and give it a path to save it to on your local machine and it will download it.
Syntax:
java grabFile <URL TO GRAB> <FILE TO SAVE TO>
One thing to note, it won't get the "source" of a page with server-side language since it still uses an HTTP request to download the file off the webserver.
Here are all related files in the database for Download Any File (Java Class).