Option Explicit 
Function SaveWebFile(ByVal vWebFile As String, ByVal vLocalFile As String) As Boolean 
    Dim oXMLHTTP As Object, i As Long, vFF As Long, oResp() As Byte 
     
     'You can also set a ref. to Microsoft XML, and Dim oXMLHTTP as MSXML2.XMLHTTP
    Set oXMLHTTP = CreateObject("MSXML2.XMLHTTP") 
    oXMLHTTP.Open "GET", vWebFile, False 'Open socket to get the website
    oXMLHTTP.Send 'send request
     
     'Wait for request to finish
    Do While oXMLHTTP.readyState <> 4 
        DoEvents 
    Loop 
     
    oResp = oXMLHTTP.responseBody 'Returns the results as a byte array
     
     'Create local file and save results to it
    vFF = FreeFile 
    If Dir(vLocalFile) <> "" Then Kill vLocalFile 
    Open vLocalFile For Binary As #vFF 
    Put #vFF, , oResp 
    Close #vFF 
     
     'Clear memory
    Set oXMLHTTP = Nothing 
End Function 
 
Sub TestingTheCode() 
     'This will save the Google logo to your hard drive, insert it into the
     ' active spreadsheet, then delete the local file
    SaveWebFile "http://www.google.com/intl/en/images/logo.gif", "C:\GoogleLogo.gif" 
    ActiveSheet.Pictures.Insert "C:\GoogleLogo.gif" 
    Kill "C:\GoogleLogo.gif" 
End Sub