No - it isn't possible. Somebody using wget has no less access than somebody using the site through a browser window.
If you have set up your site in such a way that anybody can access anything (which is certainly not the default) then that would be what you wanted to happen, surely?
If it is simply a nuisance (i.e. using bandwidth you pay for) there are plenty of ways of blocking IP addresses but that isn't a Moodle issue. You need to look at options for controlling access to the webserver (e.g. some people block whole countries).