tarball download links on http://julius.osdn.jp/en_index.php confuse wget and aren't necessary
It seems that all URL contain a redirection directive that wget doesn't resolve... a bit frustrating that the download aren't possible with wget out-of-the-box.
http://sourceforge.jp/projects/julius/downloads/60273/julius-4.3.1.tar.gz/ should be http://sourceforge.jp/projects/julius/downloads/60273/julius-4.3.1.tar.gz, otherwise wget downloads index.html.