The configure file from wget appears to unconditionally choose the GNU format of message files. CATOBJEXT is unconditionally set to ".gmo" in aclocal.m4 and thus configure. This results in the precompiled gmo-files included in the distribution to be installed. On a standard Solaris system, without GNU gettext installed, this fails. Solaris has gettext and msgfmt, but the binary format is (apparently) not compatible. I believe the definition of WGET_WITH_NLS in aclocal.m4 has to be modified, so a "clever" choice of CATOBJEXT is made. I.e. it gets set to ".mo" on Solaris systems where GNU gettext isn't installed, and the rest follows from that. On systems with GNU gettext, it is still ".gmo" of course. As an example of one package where this seems to work, I look at gettext 0.10.35.
