Encontrou algo, isso funciona !!!!!
import-module bitstransfer
$url="http://downloads.malwarebytes.com/file/mbam_current/"
Function Get-RedirectedUrl {
Param (
[Parameter(Mandatory=$true)]
[String]$URL
)
$request = [System.Net.WebRequest]::Create($url)
$request.AllowAutoRedirect=$false
$response=$request.GetResponse()
If ($response.StatusCode -eq "Found")
{
$response.GetResponseHeader("Location")
}
}
$FileName = [System.IO.Path]::GetFileName((Get-RedirectedUrl "http://downloads.malwarebytes.com/file/mbam_current/"))
start-bitstransfer -source $url -Destination $FileName