Does urlgrabber fit your requirements?
http://urlgrabber.baseurl.org/
If it doesn't, you could consider volunteering to help finish it. Contact the authors, Michael Stenner and Ryan Tomayko.
Update: Googling for "parallel wget" yields these, among others:
http://puf.sourceforge.net/
http://www.commandlinefu.com/commands/view/3269/parallel-file-downloading-with-wget
It seems like you have a number of options to choose from.