I'm using the GetGnuWin32-0.6.3.exe package on Windows 7 64-bit. Everything seems to be fine, except that wget doesn't direct output to stdout correctly. If I do the following
wget -qO- http://heerebout.nl/ > foo
the output goes to the screen and "foo" ends up as a zero-byte file. It's not using stderr either; I tried 2>&1 and 3>&1. No dice.
More importantly, when doing something like the line below, the output is not changed. That means that scripts or batch files must save the output to a file in order to perform manipulations (as far as I can tell).
wget -qO- http://heerebout.nl/ | sed s/Hello//
GNU Wget 1.12.1-dev Mar 04 2010 (mainline-013c8e2f5997) built on Windows-MinGW.