How to download files from command line in Windows, like Wget

Create a file named 'Download_File.vbs' with following contents:

DownloadUrl = "http://ovh.net/files/10Mb.dat"
FileLocation = "Download.dat"

Wscript.Echo "Start Downloading"
Set ObjXMLHTTP = CreateObject("MSXML2.ServerXMLHTTP.6.0")
ObjXMLHTTP.open "GET", DownloadUrl, false, "username", "password"
'http.setTimeouts 5000, 5000, 10000, 10000 'ms - resolve, connect, send, receive'
'http.setRequestHeader "Authorization", "Basic MY_AUTH_STRING"
ObjXMLHTTP.send()

If ObjXMLHTTP.Status = 200 Then
 Set ObjADOStream = CreateObject("ADODB.Stream")
 ObjADOStream.Open
 ObjADOStream.Type = 1
 'adTypeBinary

 ObjADOStream.Write ObjXMLHTTP.ResponseBody
 ObjADOStream.Position = 0
 'Set the stream position to the start

 Set ObjFSO = Createobject("Scripting.FileSystemObject")
 If ObjFSO.Fileexists(FileLocation) Then ObjFSO.DeleteFile FileLocation
 Set ObjFSO = Nothing

 ObjADOStream.SaveToFile FileLocation
 ObjADOStream.Close
 Set ObjADOStream = Nothing
 Wscript.Echo "Download Completed: " + FileLocation
Else
 Wscript.Echo "File Not Found"
End if

Set ObjXMLHTTP = Nothing

And create another file in the same folder named 'Download_Command.bat' with following contents & double click to download file from defined url:

@ECHO OFF
cscript.exe Download_File.vbs
pause
exit;