Periodically I need to download files on servers that aren't directly connected to the Internet. If the server has wget installed I will usually execute it passing it the URL of the resource I want to retrieve:
$ wget prefetch.net/iso.dvd
If the system resides behind a proxy server the http_proxy variable needs to be set to the server name and port of the proxy:
$ export http_proxy=proxy.prefetch.net:3128
If your proxy requires a username and password you can pass those on the command line:
$ wget --proxy-user=foo --proxy-password=bar prefetch.net
Or you can set the proxy-user and proxy-password variables in your ~/.wgetrc file.