You can easily use the Wikipedia API ( http://en.wikipedia.org/w/api.php ) to get a list of pages in a specific category that looks like Category: These names are where you want to start.
http://en.wikipedia.org/w/api.php?action=query&list=categorymembers&cmnamespace=0&cmlimit=500&cmtitle=Category:Given_names
Part of the result of this URL is as follows:
<cm pageid="5797824" ns="0" title="Abdou" /> <cm pageid="5797863" ns="0" title="Abdu" /> <cm pageid="859035" ns="0" title="Abdul Aziz" /> <cm pageid="6504818" ns="0" title="Abdul Qadir" />
Look at the API and select the appropriate format and request parameters and check the categories.
PS BTW, the wiki text from the page you are linked to contains names in a form that can be easily retrieved using regexp ... Like the link names on the displayed HTML page, there is a "(name)" attached to the name.
Juicy scripter
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