From: http://www.commandlinefu.com

To download a specific file from the web:

curl -f -O http://pcbsd.fastbull.org/7.0.2/i386/PCBSD7.0.2-x86-DVD.iso

or, if you have wget configured:

wget -c http://pcbsd.fastbull.org/7.0.2/i386/PCBSD7.0.2-x86-DVD.iso

-C option will re download from an existing & interrupted download.