Add the following lines to your environment: 

  export http_proxy="http://192.168.1.1:3128"
  export ftp_proxy="http://192.168.1.1:3128"

Now, start wget with some enhanced options: 

  wget --proxy-user "Domain\JohnUser" --proxy-passwd "SooooSecret" http://download.ubuntu.com/ubuntu.iso

You can create an alias to save that configuration, although it may be a security risk to save a passwd inside it: 

   alias wget 'wget --proxy-user "Domain\JohnUser" --proxy-passwd="SooooSecret"'

Altenatively, you may use the username/password in the http_proxy/ftp_proxy variables: 

   export http_proxy="http://Domain\\JohnUser:SooooSecret@192.168.1.1:3128"
   export ftp_proxy="http://Domain\\JohnUser:SooooSecret@192.168.1.1:3128"
