Whenever I have to retreive a file from a web site, I use the following set of commands

cXML = GetURL( "http://www.SomeDomain.com/TheFolder/TheFile.xml" )

function GetURL( cURL )

   LOCAL oXMl, cXML
   *- Create an instance of the XML object.
   oXML = CreateObject("Msxml2.XMLHTTP")
 
   *- Open a connections to the server.  The .F. tells it to wait at the SEND connamd to finish before proceeding.
   oXML.Open( "GET", cURL  , .F. )
   *- tell the try of file 
   oXML.setRequestHeader( "Content-Type", "application/x-www-form-urlencoded" )
   *- Send the request.
   oXML.Send()

   *- When done, the ResponseText property will hold the entire XML file.
   cXML = oXML.responseText

   return cXML
endproc 

Hope it helps.