wget is a great tool for downloading from http, https or ftp.
It works on many platforms, and there is a win32 build of wget.
wget usually works, but when a website requires a referer (lots of them seem to), you need to add the referer option like this:
wget -m -np –referer=http://almico.com/sfdownload.php http://www.almico.com/installspeedfan440.exe
The -m -np part creates an on-disk structure for the url, which you need when downloading a complete tree.
I often find that practical even for single files too.
–jeroen
The Wiert Corner - irregular stream of stuff 