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See archive:Rsync for more details on how/why Rsync works.
Use DeltaCopy for rsync'ing
Or use cwRsync. Click the download cwRsync button and the installer will create a batch file that will show up in your start menu. Once you run it will launch a command prompt where you use the same commands as are listed above:
rsync --progress --partial openmrs.org::builds/nightly/2008-02-14/openmrs.war openmrs.war
The trick to making sure that you get a nice speedup is making sure that you have an existing openmrs.war file in your current directory.