I was using Windows based SSH box the other day and I needed to get some files, but the only options on a limited Windows (XP) box are ftp and the files I wanted were on HTTP so I hunted around and added to a vbscript which created a Wget type script which works via VBScript (which is avaliable on a limited XP Box)
Something else which is good about this script is that it uses Internet Explorer Proxy settings automatically, so if you are behind a corporate firewall and need to go through a proxy it does this automatically for you!

' VBScript based WGET - Changes by Cam McKenzie
' cam.mckenzie --at-- gmail --dot-- com

' USAGE: cscript wget.vbs http://somewhere.com/somefile.zip
' Credit to Chrissy at blog.netnerds.net for the hardwork

' URL to download from command line
	strFileURL = Wscript.Arguments.Item(0)

' Find current directory
	Dim sCurPath
	sCurPath = CreateObject("Scripting.FileSystemObject").GetAbsolutePathName(".")

' Get filename from URL
	Dim UrlArray
	UrlArray = Split(strFileURL, "/", -1,1)
	TopOfArray = UBound(UrlArray)

' Where to save the file
	strHDLocation = sCurPath & "" & UrlArray(TopOfArray)

' Fetch the file
    Set objXMLHTTP = CreateObject("MSXML2.XMLHTTP")

    objXMLHTTP.open "GET", strFileURL, false
    objXMLHTTP.send()

If objXMLHTTP.Status = 200 Then
Set objADOStream = CreateObject("ADODB.Stream")
objADOStream.Open
objADOStream.Type = 1 'adTypeBinary

objADOStream.Write objXMLHTTP.ResponseBody
objADOStream.Position = 0    'Set the stream position to the start

Set objFSO = Createobject("Scripting.FileSystemObject")
If objFSO.Fileexists(strHDLocation) Then objFSO.DeleteFile strHDLocation
Set objFSO = Nothing

objADOStream.SaveToFile strHDLocation
objADOStream.Close
Set objADOStream = Nothing
End if

Set objXMLHTTP = Nothing