Imports SHDocVw 'Microsoft Internet Controls

Public Class Form1
  Dim WithEvents TheBrowser As InternetExplorer

  Private Sub ButtonDownload_Click(sender As Object, e As EventArgs) Handles ButtonDownload.Click
    TheBrowser = New InternetExplorer
    TheBrowser.Visible = True 'В реальном коде .Visible = False
    TheBrowser.Navigate("http://www.myproga.com/newversion.zip")
  End Sub

  Private Sub TheBrowser_FileDownload(ActiveDocument As Boolean, ByRef Cancel As Boolean) Handles TheBrowser.FileDownload
    'ActiveDocument = True -если загружается страница типа http://err.provider.com/vh/404.html, а не окно сохранения файла
    'ActiveDocument = False -если выводится IE-окно сохранения требуемого файла
    If ActiveDocument = True Then TheBrowser.Quit()
    TheBrowser = Nothing
  End Sub

  Private Sub TheBrowser_NavigateError(pDisp As Object, ByRef URL As Object, ByRef Frame As Object, ByRef StatusCode As Object, ByRef Cancel As Boolean) Handles TheBrowser.NavigateError
    'напр. ошибка "Не удается отобразить эту страницу"
    TheBrowser.Quit()
    TheBrowser = Nothing
  End Sub
End Class

  Private Sub ButtonDownloadLastBing_Click(sender As Object, e As EventArgs) Handles ButtonDownloadLastBing.Click
    Dim TheBrowserLB As Object
    TheBrowserLB = CreateObject("InternetExplorer.Application")
    TheBrowserLB.Visible = True 'В реальном коде .Visible = False
    TheBrowserLB.Navigate("http://www.myproga.com/newversion.zip")
  End Sub

Public Class Form1

  Dim TheBrowser As Object
  Delegate Sub NavigateError(pDisp As Object, ByRef URL As Object, ByRef Frame As Object, ByRef StatusCode As Object, ByRef Cancel As Boolean)

  Private Sub ButtonDownload_Click(sender As Object, e As EventArgs) Handles ButtonDownload.Click
    TheBrowser = CreateObject("InternetExplorer.Application")
    TheBrowser.GetType.GetEvent("NavigateError").AddEventHandler(TheBrowser, New NavigateError(AddressOf TheBrowser_NavigateError))
    TheBrowser.Visible = True 'В реальном коде .Visible = False
    TheBrowser.Navigate("<ссылка>")
  End Sub

  Private Sub TheBrowser_NavigateError(pDisp As Object, ByRef URL As Object, ByRef Frame As Object, ByRef StatusCode As Object, ByRef Cancel As Boolean)
    'напр. ошибка "Не удается отобразить эту страницу"
    TheBrowser.Quit()
    TheBrowser = Nothing
  End Sub
End Class

  Private Sub Button1_Click(sender As Object, e As EventArgs) Handles Button1.Click
    Dim TheBrowser As Object = Activator.CreateInstance(Type.GetTypeFromProgID("InternetExplorer.Application"))
    TheBrowser.GetType().InvokeMember("Visible", System.Reflection.BindingFlags.SetProperty, Nothing, TheBrowser, New [Object]() {True})
    TheBrowser.GetType().InvokeMember("Navigate", System.Reflection.BindingFlags.InvokeMethod, Nothing, TheBrowser, New [Object]() {"http://www. ..."})
  End Sub

Imports System.Runtime.InteropServices
Imports System.Runtime.CompilerServices

Public Class Form1

  Implements DWebBrowserEvents2
  Dim TheBrowser As Object
  Dim mConnectionPoint As ComTypes.IConnectionPoint
  Dim mSinkCookie As Integer

  Private Sub ButtonDownload_Click(sender As Object, e As EventArgs) Handles ButtonDownload.Click
    TheBrowser = CreateObject("InternetExplorer.Application")
    DirectCast(TheBrowser, ComTypes.IConnectionPointContainer).FindConnectionPoint( _
                   GetType(DWebBrowserEvents2).GUID, mConnectionPoint)
    mConnectionPoint.Advise(Me, mSinkCookie)
    TheBrowser.Visible = True 'В реальном коде .Visible = False
    TheBrowser.Navigate("http://www. ...")
  End Sub

  Private Sub TheBrowser_FileDownload(ActiveDocument As Boolean, ByRef Cancel As Boolean) Implements DWebBrowserEvents2.FileDownload
    Debug.Print("TheBrowser_FileDownload; ActiveDocument=" & ActiveDocument)
    '  'ActiveDocument = True -если загружается страница типа http://err.provider.com/vh/404.html, а не окно сохранения файла
    '  'ActiveDocument = False -если выводится IE-окно сохранения требуемого файла
    If ActiveDocument = True Then TheBrowser.Quit()
    RemoveConnection()
    TheBrowser = Nothing
  End Sub

  Private Sub TheBrowser_NavigateError(pDisp As Object, ByRef URL As Object, ByRef Frame As Object, ByRef StatusCode As Object, ByRef Cancel As Boolean) Implements DWebBrowserEvents2.NavigateError
    Debug.Print("TheBrowser_NavigateError")
    'напр. ошибка "Не удается отобразить эту страницу"
    TheBrowser.Quit()
    RemoveConnection()
    TheBrowser = Nothing
  End Sub

  Private Sub RemoveConnection()
    If mConnectionPoint IsNot Nothing AndAlso mSinkCookie <> 0 Then
      mConnectionPoint.Unadvise(mSinkCookie)
    End If
    mConnectionPoint = Nothing
    mSinkCookie = 0
  End Sub

  <ComImport(), Guid("34A715A0-6587-11D0-924A-0020AFC7AC4D"), TypeLibType(CShort(4112))> _
  Private Interface DWebBrowserEvents2

    <MethodImpl(MethodImplOptions.PreserveSig Or MethodImplOptions.InternalCall), DispId(270)> _
    Sub FileDownload(<InAttribute(), MarshalAs(UnmanagedType.Interface)> ByVal ActiveDocument As Boolean,
                                <InAttribute(), Out(), MarshalAs(UnmanagedType.Interface)> ByRef cancel As Boolean)

    <MethodImpl(MethodImplOptions.PreserveSig Or MethodImplOptions.InternalCall), DispId(271)> _
    Sub NavigateError(<InAttribute(), MarshalAs(UnmanagedType.IDispatch)> ByVal pDisp As Object,
                      <InAttribute(), MarshalAs(UnmanagedType.Struct)> ByRef URL As Object,
                      <InAttribute(), MarshalAs(UnmanagedType.Struct)> ByRef Frame As Object,
                      <InAttribute(), MarshalAs(UnmanagedType.Struct)> ByRef StatusCode As Object,
                      <InAttribute(), Out(), MarshalAs(UnmanagedType.Interface)> ByRef Cancel As Boolean)
  End Interface
End Class