If you use os.system() to spawn a process for the wget, it will block until wget finishes the download (or quits with an error). So, just call os.system('wget blah') in a loop until you've downloaded all of your files.
Alternatively, you can use urllib2 or httplib. You'll have to write a non-trivial amount code, but you'll get better performance, since you can reuse a single HTTP connection to download many files, as opposed to opening a new connection for each file.