dim xHttp: Set xHttp = createobject("Microsoft.XMLHTTP")
dim bStrm: Set bStrm = createobject("Adodb.Stream")
xHttp.Open "GET", "http://www.getfiddler.com/dl/Fiddler4BetaSetup.exe", False
xHttp.Send

with bStrm
    .type = 1 '//binary
    .open
    .write xHttp.responseBody
    .savetofile "c:\users\Administrator\desktop\fiddler.exe", 2 '//overwrite
end with