wget -bqc http://path.com/url.iso

where:

-b : Go to background immediately after startup. If no output file is specified via the -o, output is redirected to wget-log.

-q : Turn off Wget's output (saves some disk space)

-c : Resume broken download i.e. continue getting a partially-downloaded file. This is useful when you want to finish up a download started by a previous instance of Wget, or by another program.

Alternative method:

Use nohup like this:

nohup wget http://domain.com/dvd.iso &
exit

Thanks to: nixCraft