"wget --restrict-file-names=windows" seems to fail converting links for NTFS

I've downloaded a website from the net using the wget command-line tool with --restrict-file-names=windows so that once the download is complete I could copy the downloaded files to a mounted Windows 7 partition (more precisely, a directory on a Windows 7 host system mounted from an Ubuntu Linux guest system running inside Oracle VirtualBox). However after mounting the directory and copying the cp command gave me an error for the following files:

cp: cannot create directory `/mnt/Desktop/WebSites/foo/http://ift.tt/1vCJGWJ': Protocol error
cp: cannot create directory `/mnt/Desktop/WebSites/foo/http://ift.tt/1zJwG0E': Protocol error
cp: cannot create directory `/mnt/Desktop/WebSites/foo/http://ift.tt/1vCJEOp': Protocol error
cp: cannot create regular file `/mnt/Desktop/WebSites/foo/http://ift.tt/1zJwG0G': Protocol error
cp: cannot create directory `/mnt/Desktop/WebSites/foo/http://ift.tt/1vCJEOt': Protocol error
cp: cannot create directory `/mnt/Desktop/WebSites/foo/http://ift.tt/1zJwGxA': Protocol error
cp: cannot create directory `/mnt/Desktop/WebSites/foo/http://ift.tt/1zJwE8U': Protocol error
cp: cannot create directory `/mnt/Desktop/WebSites/foo/http://ift.tt/1vCJHtR': Protocol error
cp: cannot create directory `/mnt/Desktop/WebSites/foo/http://ift.tt/1zJwGxE': Protocol error
cp: cannot create directory `/mnt/Desktop/WebSites/foo/http://ift.tt/1vCJHK9': Protocol error
cp: cannot create directory `/mnt/Desktop/WebSites/foo/http://ift.tt/1zJwE8Z': Protocol error
cp: cannot create directory `/mnt/Desktop/WebSites/foo/http://ift.tt/1vCJFlt': Protocol error

How come wget didn't properly convert the links so that they could be properly copied to my Windows 7 64-bit NTFS file system?

Thanks.