Leech Plugin Problem

hello sorry for my dumb question... anyway,
i'd like to ask you , i've just downloaded the plugin and
when i click rightclick>leech
i see the menu but i when i click on one of the leech options,
nothing happen.

Im using windows xp/Netscape 7.01

i saw there something about wget,
but i dont understand what should i do,

should wget be compiled,? how?

thanks anyway