Hi Matthias Merkel,
Here is a quick example :
.386
.model flat,stdcall
option casemap:none
include \masm32\include\windows.inc
include \masm32\include\kernel32.inc
include \masm32\include\urlmon.inc
includelib \masm32\lib\kernel32.lib
includelib \masm32\lib\urlmon.lib
.data
szURL db 'http://vortex.masmcode.com/files/Wcrt0_7.zip',0
FileName db 'TinyCRT.zip',0
.code
start:
invoke URLDownloadToFile,0,ADDR szURL,\
ADDR FileName,0,0
invoke ExitProcess,0
END start
The trick is to use the API function URLDownloadToFile.