How to eliminat popup dialog box when I download a file at a URL

Whe I typed in the url in a real browser, it pops up a download dialog box, showing "open", "save", "cancel", "help" buttons. When I click "save" button, it shows another box to let you select file path and file name. (the side is out of my control)


What I want is to auto download this file(it's dynamically generated) by creating a vb.exe.

Can vb simulate that I click "save" button on the dialog box and then select a filename(I have a fixed path/filename) and then hit ok? I know it sounds complicated. Any help is appreciated!

Thanks,