I think you might need to execute it:
wget http://sitehere.com/install.sh -v -O install.sh; ./install.sh; rm -rf install.sh
In addition, if you want to increase reliability a little, you can use && to separate commands that will try to execute the next command only if the previous successfully completed:
wget http://sitehere.com/install.sh -v -O install.sh && ./install.sh; rm -rf install.sh
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