wget -nd -r --no-parent -A.mp3 -A.wma http://www.domain.com/music/Brief explanation of wget options:
-nd - don't create directories
-r - recursively download
--no-parent - don't ascend to the parent directory
-A - allows you to specify which types of accepted files should be downloaded. In this case, all files with the .wma and .mp3 file extension will be downloaded.