It can be done, but depending on what you plan to
do with it and how often it will be used would be the
deciding factor to use Java or not.
Code:
#!/bin/sh
SITE=www.linuxquestions.org
THREAD=355654
DIR=LQ.$THREAD
mkdir $DIR
cd $DIR
wget http://$SITE/questions/showthread.php?s=\&threadid=$THREAD