You can login by form posting and the control will keep the session. You can download your file list and parse it for the file to download. Then you can tell the control to download the file. After you download the file you can put it into a database or you can save it to disk.

If want sample code directly relating to your issue you can email the url you are accessing to softeng@seekfordsolutions.com and a precise example can be drafted for you.

The control implements the full HTTP protocol, keeps session state by server cookies, allows for built-in basic authentication, etc.