Pass proxy server parameter to wget.exe in windows

HTTP request sent, awaiting response... Read error (Connection reset by peer) in headers. Retrying.

To bypass proxy server in windows you need to set http_proxy variable.
This needs to be done before you call wget.exe command:

set http_proxy=http://my.proxy.net:3128
wget.exe "https://www.rarlab.com/rar/wrar420.exe"