Jonathan,

If you are merely trying to retrieve the content of a URL as a file there is an article on my website showing you how to do this with a couple of API calls. It's under Q&A, General, Article qgen008

If that's not what you want it's probably better to just automate an instance of IE.

oIE = createobject( "internetexplorer.appliction" )
oIE.Navigate( "http://TheURL" )

You can look up in MSDN for the rest of the IE object model to find the method that drives SaveAs.

>I am using shellexecute function to open a site on the internet and save a file from this site.
>
>It is opening the file and then you have to use SAVE AS to somewhere and that's it.
>
>I wonder whether this could be automated and the shellexecute command can actually do the SAVE AS for me automatically. I have tried to change the third parameter of the shellexecute to "Save" but it does not respond at all.
>
>Also, can it return the file name where it saved the file?