Dim FileNum As Integer
    Dim ok As Boolean
    Dim NumberOfBytesRead As Long
    Dim BUFFER As String
...

    Open FileName For Binary As FileNum
    fileIsOpen = True

    ' prepare the receiving buffer
    BUFFER = Space( 4096 )
     
    Do
        ' read a chunk of the file - returns True if no error
ok = InternetReadFile(hHttpOpenRequest, BUFFER, Len(BUFFER), NumberOfBytesRead)

        ' exit if error or no more data
        If NumberOfBytesRead =  0  Or Not ok Then Exit Do
         
        ' save the data to the local file
        Put #FileNum, , Left$(BUFFER, NumberOfBytesRead)
    Loop