The firehose_get download tool is a command-lined wrapper around the wget utility. If you do not have wget installed on your machine (you will know, because firehose_get will fail),here are some links that should help. Of course, Googling "pre-built wget binary" for your system (Mac / Windows) should get you essentially the same result.
Macintosh
...
Windows (WARNING: I have not verified the integrity of these builds)
http://users.ugent.be/~bpuype/wget/
CURL
In approximately 1 week firehose_get will also support curl, which performs a very similar function as wget, and may already be installed on your machines.