Works fine for me - must be something on your side or on the path inbetween.
$ wget http://download.dokuwiki.org/src/dokuwiki/dokuwiki-stable.tgz
--2014-06-22 22:42:48-- http://download.dokuwiki.org/src/dokuwiki/dokuwiki-stable.tgz
Resolving download.dokuwiki.org (download.dokuwiki.org)... 2a01:4f8:140:13e4::b00b, 46.4.55.201
Connecting to download.dokuwiki.org (download.dokuwiki.org)|2a01:4f8:140:13e4::b00b|:80... connected.
HTTP request sent, awaiting response... 200 OK
Length: 3178431 (3.0M) [application/octet-stream]
Saving to: ‘dokuwiki-stable.tgz’
100%[================================================================================================>] 3,178,431 1.34MB/s in 2.3s
2014-06-22 22:42:50 (1.34 MB/s) - ‘dokuwiki-stable.tgz’ saved [3178431/3178431]