Note: Apparently it works fine with Windows too! See comments.

I'm pretty excited right now. I just tried drush make for the first time. Download it here:
http://drupal.org/project/drush_make

That's an order! You'll need drush too, if you don't have it yet (in which case, shame on you ... call yourself a Drupal developer?!)
http://drupal.org/project/drush