jddl (Java http direct download library) is a free, open-source and cross-platform library that facilitates the process of direct-downloading files over HTTP and tracking the download progress.
Currently, jddl does not support downloading over HTTPS and FTP, but it's panned in future releases.
jddl is a cross-platform utility capable of running on any operating system that comes with Java support (e.g. Mac OS X, Windows, Linux).
Detailed instructions on how to install and use the jddl utility on your Mac are available HERE.