As of version 2.4 of the Maven Dependency Plugin, you can also define a target destination for the artifact by using the -Ddest flag. It should point to a filename (not a directory) for the destination artifact. See the parameter page for additional parameters that can be used
mvn org.apache.maven.plugins:maven-dependency-plugin:2.4:get \
-DremoteRepositories=http://download.java.net/maven/2 \
-Dartifact=robo-guice:robo-guice:0.4-SNAPSHOT \
-Ddest=c:\temp\robo-guice.jar