How can I grab a file off the web from DOS

I know how to do it in linux if thats any help (gets text from a site and echoes it to screen or file) :/

Out of interest have you tried:
type "http://www.domain.com/file.htm" > mytext.txt
Might work...

Logically thinking, if installers, trojans etc.. can download stuff using the resources available then you should be able to too.