Alright, let's be fair here. If you have a sensible execution policy set which you basically have to the first time you use powershell it is only:

Invoke-WebRequest https://dist.asp.net/dnvm/dnvminstall.ps1 | Invoke-Expression

or this for short:

iwr https://dist.asp.net/dnvm/dnvminstall.ps1 | iex

Also, the powershell package manager is quite nice. So far it is basically chocolatey for me but if there are some more it can handle in the future... https://github.com/OneGet/oneget/issues/77