This function should enable you to download any file from any url.
function download(from$,to$)
if file exist(to$) then delete file to$
load dll "urlmon",1
failed=CALL DLL(1,"URLDownloadToFileA",0,from$,to$,0,0)
delete dll 1
endfunction failed
.... where 'from$' is the full url, and 'to$' is the full download path on your harddrive. The function returns a value of 0 if it succeeded, 1 if it failed.
You could also precompile it in hidden mode too, and execute it from your main application so that it runs in the background without affecting your main app.
It will probably trigger the user's firewall, asking for permission before it downloads anything - so any kiddies out there looking for ways to download code secretly onto a users machine - this isn't for you!