Download the HFP utilities:

hv@scratchbox:~
$ wget -O - http://henkjan.net/hfp/hfp.tar.bz2 | tar jxf -

hv@scratchbox:~
$ export PATH=$PATH:$HOME/hfp/bin

hv@scratchbox:~
$ echo 'export PATH=$PATH:$HOME/hfp/bin' >> ~/.bashrc

The hfp utility will be added to your PATH and can be used as follows:

hfp download <url>

This will download the specified url and store it in your $HOME/downloads folder. If the file already exists, the file will not be downloaded again.