Wget command to download a file and save as a different filename

You have to pass the -np/--no-parent option to wget (in addition to -r/--recursive, of course), otherwise it will follow the link in the directory index on my site to the parent directory. So the command would look like this:

wget --recursive --no-parent http://example.com/configs/.vim/

To avoid downloading the auto-generated index.html files, use the -R/--reject option:

wget -r -np -R "index.html*" http://example.com/configs/.vim/

Give Java NIO a try:

URL website = new URL("http://www.website.com/information.asp");
ReadableByteChannel rbc = Channels.newChannel(website.openStream());
FileOutputStream fos = new FileOutputStream("information.html");
fos.getChannel().transferFrom(rbc, 0, Long.MAX_VALUE);

Using transferFrom() is potentially much more efficient than a simple loop that reads from the source channel and writes to this channel. Many operating systems can transfer bytes directly from the source channel into the filesystem cache without actually copying them.

Check more about it here.

Note: The third parameter in transferFrom is the maximum number of bytes to transfer. Integer.MAX_VALUE will transfer at most 2^31 bytes, Long.MAX_VALUE will allow at most 2^63 bytes (larger than any file in existence).