I realized that wget is not part of mac os x lion. I did not find a binary that you can just install and be happy.
But luckily curl is installed. Curl is able to replace wget bey using “curl -O”.
To get back the wget feeling you can add to your .profile file an additional alias as described in an other post.
echo 'alias wget="curl -O"' >> ~/.profile
And restart your shell. Now the old wget feeling is back.