URLDownloadToFile not working.

[Nove]

Here's my code.

Private Sub cmdUpdate_Click()
    Dim GoodOrBad As Long
    Dim URL As String
    Dim EndPath As String
    URL = UpdateLink & "data.ssl"
    EndPath = App.Path & "data2.ssl"
    lblVersion.Caption = "Downloading File..."
    GoodOrBad = URLDownloadToFile(0, URL, EndPath, 0, 0)
    If GoodOrBad = 0 Then
        lblVersion.Caption = "Finished."
        MsgBox "File Downloaded."
        frmSpellSwap.LoadData
    Else
        MsgBox "There was a problem downloading the file."
        lblVersion.Caption = "Version: " & Version
    End If
End Sub

When I run this, the file doesn't actually download and GoodOrBad always equals zero. What am I doing wrong?