I had come across a mp3 file online that would only load half way, or so I though. Apparently it wold load the whole thing but Safari thought that it was bigger than that, so it would never give me the option to download it. Frustrated after having it load a few different times I looked for a better solution, the Terminal! I figured that there must be some way to download file from terminal. I knew of wget, however that is not installed by default in 10.4, and I did not feel like downloading and installing the fink packages. Instead I found the cURL command...
curl -o "address"
The -o is for file output, see the curl manpage for more info.