What I want to know is this :-

Suppose there is a website which provides free songs. Also there is a link to the songs.

Now, what if I want to copy them to my server? I don't want to download those BIG files to my computer and then again upload those BIG files to my server. I want to do it online without wasting any time of mine.

Can it be done???

Anyone? I think its possible using the command line ( SSH etc) !!