An ActiveX control is probably the easiest way with a few lines of code -- Microsoft Internet Transfer Control e.g.

Also you can use Miscrosoft Wininet library functions:

DECLARE INTEGER HttpSendRequest IN wininet;
	INTEGER hRequest, INTEGER lpszHeaders, INTEGER dwHdrLen,;
	INTEGER lpOptional, INTEGER dwOptionalLen

DECLARE INTEGER HttpOpenRequest IN wininet;
	INTEGER hConnect, STRING lpszVerb, STRING lpszObjName,;
	STRING lpszVersion, STRING lpszRef, INTEGER lpszAcceptTypes,;
	INTEGER dwFlags, INTEGER dwContext

Accompanying with a few other functions

DECLARE INTEGER InternetCloseHandle IN wininet INTEGER hInet

DECLARE INTEGER InternetOpen IN wininet;
	STRING sAgent, INTEGER lAccessType, STRING sProxyName,;
	STRING sProxyBypass, STRING lFlags

DECLARE INTEGER InternetConnect IN wininet;
	INTEGER hInternetSession, STRING sServerName,;
	INTEGER nServerPort, STRING sUsername, STRING sPsword,;
	INTEGER lService, INTEGER lFlags, INTEGER lContext

And if you need to get some data back

DECLARE INTEGER HttpQueryInfo IN wininet;
	INTEGER hRequest, LONG dwInfoLevel, STRING @lpvBuffer,;
	LONG @lpdwBufferLength, LONG @lpdwIndex

DECLARE INTEGER InternetQueryDataAvailable IN wininet;
	INTEGER hFile, INTEGER @lpdwBytesAvailable,;
	INTEGER dwFlags, INTEGER dwContext

DECLARE INTEGER InternetReadFile IN wininet;
	INTEGER hFile, STRING @lpBuffer,;
	INTEGER dwBytesToRead, INTEGER @lpdwBytesRead

The code can be as simple as the following:

hRequest = HttpOpenRequest(hSession, "GET", cRequest,;
	"HTTP/1.0", 'FoxPro', 0, INTERNET_FLAG_RELOAD, 0)

= HttpSendRequest(hRequest, 0,0,0,0)

Check complete code sample (members area) at
http://www.news2news.com/vfp/?example=185&function=294