Step 1: Download Sublime:
You can either download from their website or use the wget as I did:
$ cd ~/Downloads
## On 32bit
$ wget https://download.sublimetext.com/sublime_text_3_build_3126_x32.tar.bz2
## On 64bit
$ wget https://download.sublimetext.com/sublime_text_3_build_3126_x64.tar.bz2
...