To install wget on Mac OS X, you will first need to install a C compiler. The easiest way to do this is to install XCode Command Line Tools. This can be downloaded from Apple – https://developer.apple.com/downloads/index.action
One installed you can download wget and compile it (Please note that if you do not use the switch to use openssl, the compile will fail as the GNUTLS library is not included in OS X).
curl -O http://ftp.gnu.org/gnu/wget/wget-1.13.tar.gz tar
tar -xzvf wget-1.13.tar.gz
sudo make install