calibre (calibre.kovidgoyal.net/download) will work fine. Just download the tar, uncompress it and load the top html in calibre, then convert it to lrf or epub.
But the file will be huge (note that a 3.5 Gb dvd is available, to get an idea) and will take a lot of time loading it into the device if finally ends. In fact you will ned a sd or a produo card to store it.
Alternatively you could use calibre web2disk from the site itself:
web2disk
http://schools-wikipedia.org/wp/index/a.htm will download everything linked to a.htm (one level) and leave an index.htm in the download directory.
when finished:
ebook-convert index.htm a.lrf //or a.epub will convert all the linked htm files to a self contained lrf or epub file. Sadly, even if you repeat the same with b.htm no content will be linked with a.htm. In other words, you will not be able to navigate freely across the wikipedia if you download/convert a,b,c, etc.
I have tested this approach with the site of your interest with some subjects, (performers, for instance or WWII) and it works fine. Better results with epub format (some images missing with lrf).
Both web2disk and ebook-convert are command line utilities available with calibre software.
regards.