I made this piece of software myself, so this software may not be fully functionnal, but here it finally is.
dl is an 'alternative' to gnu's wget. It's a standalone executable file (portable software).
It's very easy to use:
Usage: dl [params]
Parameters: /q - Skips server response code
/f - Specify custom download location
eg. dl http://somesite.com/foo.zip /f C:/folder/file.zip
Don't hesitate to contact me for support, or features requests :)