Lost On How To Use WGET

Sitepoint Members,
On this page

Google writes “Double-check that your pages are available and clean”
It suggests using Wget or Curl. How do you use Wget?
I got as far as here
http://www.gnu.org/software/wget/
which says to download Wget go here
http://ftp.gnu.org/gnu/wget/ whicj is a long list .
How do I download it? Once it’s downloaded, how do I run it?

Thanks,

Chris

Do I take it from your confusion that you’re a Windows user? If so, then you want this download page:

However, it appears to be a command-line tool, and I’m not familiar with Windows command line, so if you need further help, hopefully somebody else can offer that.

[edit]I’ve just found this tutorial, which might help:
http://seogadget.com/download-your-website-with-wget/[/edit]