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(ByVal URL As String, ByVal LocalFilename As String) As Boolean
        Dim lngRetVal As Long
        lngRetVal = URLDownloadToFile( 0 , URL, LocalFilename,  0 ,  0 )
        If lngRetVal =  0  Then DownloadFile = True Else DownloadFile = False
    End Function

Download "http://www.mysite/my.pdf", "c:\my.pdf"

Sub Download(sSource,sDest)
 
 Const adTypeBinary =  1 
 Const adSaveCreateNotExist =  1 
 Const adSaveCreateOverWrite =  2 

 set oHTTP = WScript.CreateObject("Microsoft.XMLHTTP")
 oHTTP.open "GET", sSource, False
 oHTTP.send
 set oStream = createobject("adodb.stream")

 oStream.type = adTypeBinary
 oStream.open
 oStream.write oHTTP.responseBody
 oStream.savetofile sDest, adSaveCreateOverWrite
 set oStream = nothing
 set oHTTP = nothing

End sub