Since the purpose of Wget is background work, it catches the hangup
signal (SIGHUP) and ignores it. If the output was on standard
output, it will be redirected to a file named `wget-log'.
Otherwise, SIGHUP is ignored. This is convenient when you wish
to redirect the output of Wget after having started it.
$ wget http://www.ifi.uio.no/~larsi/gnus.tar.gz & $ kill -HUP %% # Redirect the output to wget-log
Other than that, Wget will not try to interfere with signals in any
way. C-c, kill -TERM and kill -KILL should kill it
alike.
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