I don't know how Siteminder authenticate his users, but there is a big chance it uses a POST method to do it.
wget or curls will not work because they can't handle HTTP/POST as a browser does. Try lynx.
Based on another authenticated site, I developed a bash script to authenticate and download files. I hope it can help you as a starting point.
USERNAME="myusername"; ### replace with your username ###
PASSWORD="password"; ### replace with your password ###
POST_DATA="username=$USERNAME&password=$PASSWORD"; # you must check how the username and password are expected by siteminder.
# the above string is the key here. It is the how siteminder expects an answer when you hit the login button on your browser. You must reproduce the exact string and this could be tricky. Inspecting the source code of auhtentication page may help.
echo -e $POST_DATA | lynx --dump --accept_all_cookies -post_data $SITEMINDERLOGON
# after that lynx holds a session using cockies. No authentication is needed from this point
lynx --dump --accept_all_cookies http://siteminder/path/to/your/file > saved_file