http://www.vbip.com

they have good code for downloading with winsock
the server doesnt send all the file in one huge chunk anyway..u have to do soemthing like

Dim tmp as String

ws.GetData tmp

Totalrecdata = totalrecdata & tmp

but theres more to it than that, u have to check that the header has ben received, and remove header from totalrecdata, or u end up with that in the file...