Try the following command:
wget --content-disposition http://www.mysql.com/get/Downloads/MySQL-5.5/mysql-5.5.25a-linux2.6-x86_64.tar.gz/from/http://cdn.mysql.com/
When this is set to on, the experimental (not fully-functional) support for "Content-Disposition" header is enabled. This can result in extra round-trips to the server for a "HEAD" request and is known to suffer from a few bugs, which is why it is not currently enabled by default.
This option is useful for some file-downloading CGI programs that use "Content-Disposition" header to describe what the name of a downloaded file should be.
