If you have already running wget http://first in foreground you can pause it with CTRL+z and then return it back to work with another command right after it:

fg ; wget http://second

It should work in most cases.

If that way is not acceptable, you should go with semaphore file. Or even just to monitor the process via ps (semaphore is better).

If you have already running wget http://first in foreground you can pause it with CTRL+z and then return it back to work with another command right after it:

fg ; wget http://second

It should work in most cases.

If that way is not acceptable, you should go with lockfile. Or even just to monitor the process via ps (lockfile is better).