wget http://ftp.gnu.org/gnu/wget/wget-1.15.tar.gz
tar xvzf wget-1.15.tar.gz
cd wget-1.15
./configure --prefix=/usr --with-ssl
make
make install
If you're using FreeBSD, you need to use --prefix=/usr/local instead of /usr.
If you don't have wget to begin with, you need to use another tool to download the wget source code, like "fetch" or "lynx".