If you want to do it with code only (no Internet Transfer Control), VBNet.mvps.org has a really good how-to article that uses the URLDownloadToFile API call.
From the article:
The URLDownloadToFile API is available
on all versions of the Windows
operating system (except Win3,
WinNT3.x). By passing the remote file
name and the local file path and name,
the API downloads the bits of the
specified file saving them as the
target name. The function works with
all file types – plain text, images,
html, mpg, wav and zip files etc.
without modification to the routine or
concern for the file being downloaded,
nor is there any apparent size
restriction or limitation.
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 Const ERROR_SUCCESS As Long = 0
Private Const BINDF_GETNEWESTVERSION As Long = &H10
Private Const INTERNET_FLAG_RELOAD As Long = &H80000000
Public Function DownloadFile(sSourceUrl As String, _
sLocalFile As String) As Boolean
//'Download the file. BINDF_GETNEWESTVERSION forces
//'the API to download from the specified source.
//'Passing 0& as dwReserved causes the locally-cached
//'copy to be downloaded, if available. If the API
//'returns ERROR_SUCCESS (0), DownloadFile returns True.
DownloadFile = URLDownloadToFile(0&, _
sSourceUrl, _
sLocalFile, _
BINDF_GETNEWESTVERSION, _
0&) = ERROR_SUCCESS
End Function
FYI – in testing on Windows 7, it would only return the cached version, so I had to use the extra function mentioned in the article to clear it first (and that worked).
Private Declare Function DeleteUrlCacheEntry Lib "Wininet.dll" _
Alias "DeleteUrlCacheEntryA" _
(ByVal lpszUrlName As String) As Long
Then just call the above function with the destination URL first, to clear the cache.