Technically, by clicking on the link, you have downloaded it. As far as I know, there is no one-click, save the whole thing onto your computer function, though.
Having the Standard is one thing. Getting the C++ compiler to implement based on Standard is another thing. Usually once a Standard is standardized, it will take months before a fully-compliant C++ compiler is out. So by that time, it will be miles behind others.
One thing I like about Java is the speed they release and the implementation that came along with it. I guess having multiple committee members and a few committee members have their pros and cons. Just like politics, fewer players mean bills and laws get passed faster.
I use GCC 4.6 and it implements most of the new features of c++0x. Also the development version of Eclipse IDE (Indigo) supports c++0x syntax highlighting.