Using WGET for resume-able downloads

How to use free utility WGET for resume-able downloads.
Very helpful when you have to download large files, however you are not sure of your internet connection or you are in a hurry and you have to disconnect temporarily without risking partially downloaded content.

If you don’t have wget already installed, checkout these links:

Windows: http://gnuwin32.sourceforge.net/packages/wget.htm
Mac: http://nixsos.com/install-wget-on-mac-os-x/
Linux: http://petio.org/tools/wget.html