or download this
C:\test>wget http://************/goldenPath/hg19/chromosomes/chr21.fa
+.gz
--2014-11-17 11:38:37-- http://************/goldenPath/hg19/chromosom
+es/chr21.fa.gz
...
100%[=================================================================
+===================>] 11,549,785 379K/s in 32s
2014-11-17 11:39:30 (352 KB/s) - `chr21.fa.gz' saved [11549785/1154978
+5]