Of course, there are no guarantees that this will work on your machine, given that the files in the CVS may have changed by the time you follow these instructions, but it's fairly likely that things will work. You'll need to have installed Apple's Xcode Tools. Lines beginning with a hash/pound symbol (#) are comments and don't need to be typed in.

# make a working directory
mkdir wget
cd wget


# pull down the latest source; the cvs password is "cvs"
cvs -d :pserver:cvs@sunsite.dk:/pack/anoncvs login
cvs -d :pserver:cvs@sunsite.dk:/pack/anoncvs checkout wget


# prepare support materials needed for build
cd wget
make -f Makefile.cvs


# do the actual build
./configure --with-ssl
make


# test the built executable
cd src
./wget --version


# install the built executable
cd ..
sudo make install

The wget executable is by default installed into /usr/local. You can read a summary of the options by typing "wget --help" at the command line, or read the full manual page by typing "man wget".