With ROX-Filer, you can select which program you want to use to download resources (images, software, data, etc). This is used when you drag a link from a web browser into a filer window, for example.
To change the download handler program, open the "Options"-dialog of ROX-Filer and select the "Drag and Drop"-tab.
Hint: if you want downloads over SSL (https) to work, you should try curl instead of wget; it is generally a better choice
ROX applications designed to be used as Download Handlers include: