Im trying to download some pages from website using the url

Eg.

<http://somewebsitename/a.html>
<http://somewebsitename/b.html>
<http://somewebsitename/c.html>
<http://somewebsitename/d.html>
<http://somewebsitename/e.html>
<http://somewebsitename/f.html>

If i get file not found error for any of the above, it should not download
anything and skip to next. 
Is there a way this can be done..

Thankyou