已经有N+1篇文章（源码）告诉你用winsock如何的下载文件，如何的多线程。
殊不知，一个API就能轻松搞定文件下载，兼容性也比winsock要好的多。
我们隆重介绍这个神奇的API，他就是URLDownloadToFile,一眼就能看出他是做什么的，看演示代码！

VB中声明:
Private Declare Function URLDownloadToFile Lib "urlmon" Alias "URLDownloadToFileA" (ByVal pCaller As Long, ByVal szURL As String, ByVal szFileName As String, ByVal dwReserved As Long, ByVal lpfnCB As Long) As Long
调用的时候
dim Url as String, myFile As String Url="http://www.zendstudio.net/" myFile="c:\test.txt" CALL URLDownloadToFile(0&, Url, myFile, 0&, 0&)