Nevermind I used something I found in the API-Guide. If you are interested it was this:

VB Code:
  1. Private Declare Function URLDownloadToFile Lib "urlmon" Alias "URLDownloadToFileA" (ByVal pCaller As Long, ByVal szURL As String, ByVal szFileName As String, ByVal dwReserved As Long, ByVal lpfnCB As Long) As Long
  2. Public Function DownloadFile(URL As String, LocalFilename As String) As Boolean
  3.     Dim lngRetVal As Long
  4.     lngRetVal = URLDownloadToFile(0, URL, LocalFilename, 0, 0)
  5.     If lngRetVal = 0 Then DownloadFile = True
  6. End Function
  7. Private Sub Form_Load()
  8.     'example by Matthew Gates ([email protected])
  9.     DownloadFile "http://www.allapi.net", "c:\allapi.htm"
  10. End Sub