No problem here:
include \masm32\MasmBasic\MasmBasic.inc
Init
Open "O", #1, "ECGo.zip"
Print #1:LastFileSize, FileRead$("http://www.godevtool.com/ECGo.zip")
Close
.if Exist("ECGo.zip")
ShEx "ECGo.zip"
.else
MsgBox 0, "Download failed", "Hi", MB_OK
.endif
EndOfCode
Extract the exe to a folder and run it.