wget's r option, when used with http, is for recursive retrieval through links, not a directory structure (i.e. wget -r -l 2 http://somesite.com/mydirectory
follows links for 2 levels and downloads those files). to get the behavior you are expecting, i imagine you'll have to do your wget'ing through ftp instead of http, but i wouldn't swear to it. try rtfm (info wget, or man wget for a brief summary of commands).