You could write a batch file to open iexplore.exe and load an URL, if the URL went straight to the download page. I don't think this is the best option (agree wget or curl would work more the way you seem to be looking for) but if you want to use OEM-only tools this is an option.
See Internet Explorer Command-Line Options
IE - Open website in multiple tabs - possible with .js file
Sometime back I wanted to open multiple websites in different tabs. I
tried something like below
iexplore "microsoft.com" "msn.com" "whatever.com"
As you might have tried, that didnt work as expected. I found a .js
script to do that for me. Here it is below. Have the script in a .js
file. I couldnt locate where I found it from. But I am guessing that
it was from Eric Lippert blog.
var navOpenInBackgroundTab = 0x1000;
var oIE = new ActiveXObject("InternetExplorer.Application");
oIE.Visible = true;
Save the above code in launchie.js. Double click. There you go.