There might be instances where you might need to download a Kaggle dataset to another machine, possibly in an amazons ec2 instance.

In order to download the data, you need to be logged in.

One solution is to export your cookies and tell wget to use your cookies when downloading the data

This is a chrome extension you can use to export your cookies.

And here is the command in wget to download the data

wget -x -c --load-cookies cookies.txt -P data -nH --cut-dirs=5 https://www.kaggle.com/c/diabetic-retinopathy-detection/download/trainLabels.csv.zip

So, the above command will use your exported cookies to download the file to a folder called data.

The option cut-dirs flatten the directories.

This information was based on a helpful post in the kaggle forums