Since that URL ends with "cgi", I would guess that this is running a CGI script on the server -- meaning that it's probably expecting other data. There are a couple of options about where it could be getting this data
First, this other data could come from your logged in session. Look at the docs for wget for the
--load-cookies option to specify that it should use the cookie file from your browser (the instructions in my computer are for old browser cookie file formats).
The other option is that it's expecting POST data from your browser. You'll need to figure out what the form variables and values are and pass those using wget's