download a series of files automatically using command line/wget

You haven't stated OS, but if you are using *nix and Bash the following works:

wget http://server6.mp3quran.net/abkr/{001..114}.mp3

---

A solution that should work with any shell:

#!/bin/sh
for i in $(seq -w 1 114); do
    printf 'http://server6.mp3quran.net/abkr/%s.mp3 ' $i
done | xargs wget

or, if seq does not exist on the system:

#!/bin/sh
i=1
MAX=114
while [ $i -le $MAX ]; do
    printf 'http://server6.mp3quran.net/abkr/%03d.mp3 ' $i
    i=$((i+1))
done | xargs wget

Just copy+paste it in the shell or save it in a script file and run it.

For the sake of completeness, here's a batch-only solution:

@ECHO OFF
SetLocal EnableDelayedExpansion
FOR /L %%G IN (1, 1, 114) DO (
    SET num=%%G
    IF 1!num! LSS 100 SET num=0!num!
    IF 1!num! LSS 200 SET num=0!num!
    wget http://server6.mp3quran.net/abkr/!num!.mp3
)
EndLocal

Edit 1: Removed unnecessary braces.

Edit 2: Corrected counter start value to 1.

For a Windows solution, try the following PowerShell script:

$Client = New-Object System.Net.WebClient
for ($i = 1; $i -le 144; $i++)
{
    $file = [string]::Format("{0:D3}.mp3", $i)
    $Client.DownloadFile("http://server6.mp3quran.net/abkr/" + $file, $file)
}

First cd into the directory you want to download the files to, of course.