By default, there is no wget on Mac OS X.

$ wget
-bash: wget: command not found

On Mac OS X, the equivalent of Linux’s wget is curl -O

$ curl -O

  % Total    % Received % Xferd  Average Speed   Time    Time     Time  Current
                                 Dload  Upload   Total   Spent    Left  Speed
 49 9112k   49 4481k    0     0   654k      0  0:00:13  0:00:06  0:00:07  793k

P.S Uppercase alphabet O, not number zero.

If you really like the original wget on Mac OS X, try install with brew

brew install wget