downloading software using a mac for use on windows computer

I believe your best bet would be to install WINE to run the Windows Installers on your Mac. It would require some free time and knowledge about the Mac operating system. I haven't done this before (as I do not own a Mac), so I can't help you.

http://www.davidbaumgold.com/tutorials/wine-mac/

You should be able to download a Windows executable (.exe) file to a Mac, just like any other file. Just don't expect it to unpack itself (the Mac shouldn't execute a Windows executable) You will still need to expand the executable download before you can run the application. But, if your work machine lets you run programs from a USB drive, it should let you run the file you download.
My main box is Linux; I download these portable windows files to it all the time. When I want to use a new version, I copy it to a USB drive, take it to a Windows machine and run it there (making the application directory, config files and executables on the USB drive).
Good Computing!