Using the wget option [-O], it is possible to download a file to any chosen directory/filename. For example:
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# wget http://mysite/puppylinuxstuff/picture.png -O /root/my-documents/my-pictures/filename.png
For example, I tried this but :
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# download_file http://mysite/puppylinuxstuff/picture.png > /root/my-documents/my-pictures/filename.png
Cordialement.