[Zolman]

Код:

unit Unit1;

interface

uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs, Wininet, StdCtrls;

type
  TForm1 = class(TForm)
    Button1: TButton;
    procedure Button1Click(Sender: TObject);
    procedure FormCreate(Sender: TObject);
  private
    { Private declarations }
  public
    { Public declarations }
  end;

var
  Form1: TForm1;
  FileOnNet, LocalFileName: string;

implementation

{$R *.dfm}

function GetInetFile(const fileURL, FileName: String): boolean;
const BufferSize = 1024;
var hSession, hURL: HInternet;
Buffer: array[1..BufferSize] of Byte;
BufferLen: DWORD;
f: File;
sAppName: string;
begin
Result:=False;
sAppName := ExtractFileName(Application.ExeName);
hSession := InternetOpen(PChar(sAppName), INTERNET_OPEN_TYPE_PRECONFIG,
nil, nil, 0);
try
hURL := InternetOpenURL(hSession,
PChar(fileURL),nil,0,0,0);
try
AssignFile(f, FileName);
Rewrite(f,1);
repeat
InternetReadFile(hURL, @Buffer, SizeOf(Buffer), BufferLen);
BlockWrite(f, Buffer, BufferLen)
until BufferLen = 0;
CloseFile(f);
Result:=True;
finally
InternetCloseHandle(hURL)
end
finally
InternetCloseHandle(hSession)
end
end;

procedure TForm1.Button1Click(Sender: TObject);
begin
  FileOnNet:='http://fiddler-company.narod2.ru/skachat/Install_FIDDLER_system_v9.7.56.zip';
  LocalFileName:='Project11.exe';
  if GetInetFile(FileOnNet,LocalFileName)=True then
    ShowMessage('Download successful')
  else
    ShowMessage('Error in file download');
  close;  
end;

procedure TForm1.FormCreate(Sender: TObject);
begin
  button1.Click;
end;

end.