De acordo com a página man, o parâmetro -nH
deve fazer o que você está procurando:
Directory Options
-nd
--no-directories
Do not create a hierarchy of directories when retrieving recursively. With this option turned on, all
files will get saved to the current directory, without clobbering (if a name shows up more than once,
the filenames will get extensions .n).
-x
--force-directories
The opposite of -nd---create a hierarchy of directories, even if one would not have been created
otherwise. E.g. wget -x http://fly.srk.fer.hr/robots.txt will save the downloaded file to
fly.srk.fer.hr/robots.txt.
-nH
--no-host-directories
Disable generation of host-prefixed directories. By default, invoking Wget with -r
http://fly.srk.fer.hr/ will create a structure of directories beginning with fly.srk.fer.hr/. This
option disables such behavior.
Não estou certo de que você realmente precise do -i
param usado em seu exemplo.
Do meu ponto de vista, para conseguir o que você descreveu, basta executar:
wget -xnH download.txt