How do I send a GET request via curl or wget?

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http://unix.stackexchange.com – How do I download a file retrieved via a GET request? I tried wget http://www.example.com/?page=download&dl=123 and wget http://www.example.com/dl.php?dl=123, but they don't work. Going to the URLs in a browser works fine, but wget and curl don't. How can I download the file from the command-line? (HowTos)