[OSM-newbies] Download Map for local installation

[uno dos]

Hi guys. I'm newbie with OSM. I want to download the .shp, .osm or .pbf from my Country (Chile) to import in PostgreSQL/PostGIS. When I download the map from any source I get only the information shapes. I want download also the base map (the borders). Can be these downloaded? Where is the base map?
Actually is possible download from Internet the base map for free from some sites and attach the information shape downloaded from OSM, but those base maps aren't enough good. In the south corner a lot of islands don't appear, but in the OSM site I can see that.
Any help or orientation  will be awesome.
That's all. Bye and sorry for my poor english.
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