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
Public 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 Form_Load()
    DownloadFile "http://www.allapi.net", "c:\allapi.htm"
End Sub