Here is the command to download the xml into a file. Hopefully you missed the quotes around the url and hence it broke around the &
character.
curl "http://www.gametracker.com/datafeeds/?server_info&GAMESERVERID=2814889" -o output.xml
If you want to use wget:
wget "http://www.gametracker.com/datafeeds/?server_info&GAMESERVERID=2814889" -O output.xml