UrlDownloadToFile. Or, since you say you are using C#, see
WebRequest.Create, WebRequest.GetResponse,
WebResponse.GetResponseStream. Once you have the server response in a
stream, it should be trivial to save it to a file.
--
With best wishes,
Igor Tandetnik
With sufficient thrust, pigs fly just fine. However, this is not
necessarily a good idea. It is hard to be sure where they are going to
land, and it could be dangerous sitting under them as they fly
overhead. -- RFC 1925