The URLDownloadToFile API function is pretty good to use as well.
VB Code:
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
Private Function DownloadFile(URL As String, _
LocalFilename As String) As Boolean
Dim lngRetVal As Long
lngRetVal = URLDownloadToFile(0, URL, LocalFilename, 0, 0)
If lngRetVal = 0 Then DownloadFile = True
End Function
Private Sub Command1_Click()
DownloadFile "http://www.vb-world.net", "c:\vbworld.htm"
End Sub