This is one way to do this...

LOCAL cFile, nResults, cURL

DECLARE LONG URLDownloadToFile IN URLMON.DLL ;
        LONG, STRING, STRING, LONG, LONG

cURL  = "http://www.mywebsite.com/myfile.txt"
cFile = "c:\temp\myfile.txt"

nResults = URLDownloadToFile(0, cURL, cFile, 0, 0)

If nResult = 0    && OK

>If I know the exact URL of a file (.EXE for example) is there a way to download it programmatically, without any human interaction (no Save As dialog, etc.)?