I would suggest using
curl to do this instead of
wget. It can follow the redirection using the switches
curl -O -J -L http://sourceforge.net/projects/bitcoin/files/Bitcoin/bitcoin-0.8.1/bitcoin-0.8.1-linux.tar.gz/download
Write output to a local file named like the remote file we get.
(Only the file part of the remote file is used, the path is cut off.)
(HTTP/HTTPS) If the server reports that the requested page has moved
to a different location (indicated with a Location: header and a 3XX
response code), this option will make curl redo the request on the new
place. If used together with -i/--include or -I/--head, headers from
all requested pages will be shown. When authentication is used, curl only
sends its credentials to the initial host. If a redirect takes curl to a
different host, it won't be able to intercept the user+password.
See also --location-trusted on how to change this. You can limit the
amount of redirects to follow by using the --max-redirs option.
(HTTP) This option tells the -O/--remote-name option to use the
server-specified Content-Disposition filename instead of extracting a
filename from the URL.
See the curl man page for more details.