How to download Vim script on the command-line

Whenever I want to install a new Vim script on the Linux server I'm working on, my typical workflow is as the following:

1. surf the plugin's homepage in Vim
   online using FireXXXX
2. download a right version of the
   plugin to my laptop by click some highlighted link
3. upload the downloaded plugin from my
   laptop to Linux server using WinSCP

which is really inconvenient. I don't know what is the magic behind this: I mean for the same hyperlink I click it in web browser. I can let you download it but use Wget plus the hyperlink in Linux command-line will end up with nothing but an error indication. Hyperlink in the web browser. Otherwise I can get the link in web browser and then use Wget or some similar tool to actually do the downloding.

I try new cool Vim scripts quite ofte , so you can imagine my dismay when I have to repeat the tedious action all the time. What are some tips which can let me download the Vim scripts in a more "professional" way?

Post edit:

My problem is not find a tool like Wget or cURL. The problem I met is quite specific; to use these tools to download a Vim script. Let's take
http://www.vim.org/scripts/script.php?script_id=30 as an example.

It's the normal place where one can get the script, at least for me. But I can't find an working URL from this page that can feed to Wget.