Option Explicit
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 Sub Form_Load()
Call Descargar("http://www.txt.net/orsq.jpg")
End Sub

Sub Descargar(Url As String)
Me.MousePointer = vbHourglass
Call URLDownloadToFile(0, Url, "c:\orsq.jpg", 0, 0)
Me.MousePointer = vbDefault
If Len(Dir("c:\orsq.jpg")) <> 0 Then
MsgBox "existe"
Kill "c:\orsq.jpg"
Else
MsgBox "no existe"
End If
End Sub