mget -O for files that don't exist create files

[rmustacc]

I was trying to use mget -O today and used the wrong file name. It turns out that the side effect of this is that it will create a zero byte named file in the output directory as suggested by -O. This file either shouldn't be created until after we are able to start the request or if it needs to be done in advance and we created it, we should remove it.