All of the above and linked suggestions do not take two unique URLs. They only take URLs that are mirrors of the same file.
I've found a few programs that do this:
The best is puf (apt-get install puf), use puf url1 url2 etc.
Then there is HTTRACK, which requires a lot of tinkerings and has some limites I can't get past (speed and connection limits)
DownThemAll for Firefox is very good if you don't need a command line app.
UPDATE
I've since found puf has a tendency to crash. The best solution is to create a .txt file with URLs on new lines, e.g.
http://google.com/
http://yahoo.com/
Save that are urls.txt (for example) then run the command:
cat urls.txt | xargs -n 1 -P 10 wget -q
-n specifies to select each line from the file
-p specifies the number of URLs you would like to download in parallel.