I think you should try to code it up in Perl first. It often will help you get a better grasp on what's going on. Also, XML will pretty much always give you what you want. In particular, I recommend using AJAX, or to be totally concrete, try something like the following:

  use Term::ReadKey;
  ReadMode 4;
  system("wget http://fetchsite.com?q=the-letter-$_")
    while (defined $_ = ReadKey());
[download]

That should work because wget will fall back to using https if the first request doesn't go through.