If you are loading the webpage into the Webbrowser Control, you can use this code to save the file. To test it, put a command button and webbrowser control on a form and past this code into the VB Editor window.
[code]Option Explicit

Private Sub Command1_Click()
WebBrowser1.Navigate2 "www.hotmail.com"
End Sub

Private Sub WebBrowser1_DocumentComplete(ByVal pDisp As Object, URL As Variant)
If pDisp Is WebBrowser1.Object Then
'Inner Text
Open "C:\windows\desktop\webtext.txt" For Output As #1
Write #1, WebBrowser1.Document.body.innertext
Close #1

'Inner HTML
Open "C:\windows\desktop\webHTML.txt" For Output As #1
Write #1, WebBrowser1.Document.body.innerhtml
Close #1

End 'the program
End If
End Sub

If you want to use Inet, check out this info from MSDN:
Saving to a File Using the OpenURL Method
If you wish to save the data retrieved through the
OpenURL method to a file, use the Open, Put, and Close
statements, as shown in the code below. This example
streams a binary file into a Byte array before saving the
data to disk:

Code:
Dim strURL As String
Dim bData() As Byte      ' Data variable
Dim intFile As Integer   ' FreeFile variable
strURL = _
"ftp://ftp.microsoft.com/Softlib/Softlib.exe"
intFile = FreeFile()      ' Set intFile to an unused
                        ' file.
' The result of the OpenURL method goes into the Byte 
' array, and the Byte array is then saved to disk.
bData() = Inet1.OpenURL(strURL, icByteArray)
Open "C:\Temp\Softlib.exe" For Binary Access Write _ 
As #intFile
Put #intFile, , bData()
Close #intFile
For further help with Inet, check out Using the Internet Transfer Control in MSDN.

All the best.