You don't need to rename the file if you use wget's -O option:
#!/bin/bash
[ -n "$BASH_VERSION" ] || {
echo "You need Bash to run this script."
exit 1
}
while IFS=$'\t' read -a INPUT; do
wget -O "${INPUT[0]}_${INPUT[2]}.bam" "ftp://hgdownload.cse.ucsc.edu/goldenPath/hg19/encodeDCC/${INPUT[1]}/${INPUT[3]}"
done < input_list.txt
Make sure you save the file in UNIX file format like script.sh
and run bash script.sh
.