Ok, so I go to http://www.ensembl.org/ to check the TOS and I see

Fetch only the data you want from our public database, using the Perl API

So here you go

#!/usr/bin/perl --
use strict; use warnings;
use autodie qw/ system /;
my $ensemblUrl = '......r='; ## rearrange like this
my $start_range = 4953971;
my $end_range = 5753970;
my $range_increment = $end_range - $start_range;
for my $times ( 0 .. 10 ){
    my $range = $start_range.'-'.$end_range;
    my $rangefile = "$range.txt";
    system qw/ wget -c /,
        '-O', $rangefile,
        $ensemblUrl.$range ;
    $start_range = $end_range ;
    $end_range = $start_range + $range_increment;
}
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