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.