Force wget to use actual filename

wget --content-disposition 'http://spreadsheets.google.com/pub?key=pyj6tScZqmEfbZyl0qjbiRQ&output=xls'

will do the trick for you.

Its still not fully implemented and seems to bug out a bit sometimes so its not the default option in wget, use it at your own risk.

You can try to use curl to download and keep original filename:

curl -OJL ${your_url}

• -O for remote-name
• -J for remote-header-name
• -L for location

see curl command line options.