go download and install cUrl, you can also build it into php for some really cool remote URL features. But it also works just fine from the commandline, you can post, get, download and save files, send and recieve HTTP_HEADERS and just about anything you could ever want, consider it your own personal telnet browser.
Where can you get it?
http://curl.haxx.se
I actually used curl to download the latest version of itself via my shell session a couple days ago, great lil utility that it is 🙂