Option Explicit

Implements IBindStatusCallback
Public Event OnProgress(ByVal lMax As Long, ByVal lProgress As Long, ByVal lStatusCode As BINDSTATUS)

Public Function DownloadFile(ByVal strURL As String, ByVal strFileName As String) As Boolean
    Dim lResult As Long
    lResult = olelib.URLDownloadToFile(Nothing, strURL, strFileName, 0, Me)
    DownloadFile = (lResult = 0)
End Function
Private Sub IBindStatusCallback_OnProgress(ByVal lProgress As Long, ByVal lMax As Long, ByVal lStatusCode As BINDSTATUS, ByVal szStatusText As Long)
    On Error Resume Next
    If lMax > 0 Then
        RaiseEvent OnProgress(lMax, lProgress, lStatusCode)
    End If
End Sub
Private Sub IBindStatusCallback_OnStartBinding(ByVal dwReserved As Long, ByVal pib As IBinding)
End Sub
Private Sub IBindStatusCallback_OnStopBinding(ByVal hresult As Long, ByVal szError As Long)
End Sub
Private Sub IBindStatusCallback_GetBindInfo(grfBINDF As olelib.BINDF, pbindinfo As BINDINFO)
End Sub
Private Function IBindStatusCallback_GetPriority() As Long
End Function
Private Sub IBindStatusCallback_OnDataAvailable(ByVal grfBSCF As BSCF, ByVal dwSize As Long, pformatetc As FORMATETC, pStgmed As STGMEDIUM)
End Sub
Private Sub IBindStatusCallback_OnLowResource(ByVal reserved As Long)
End Sub
Private Sub IBindStatusCallback_OnObjectAvailable(riid As UUID, ByVal pUnk As IUnknown)
End Sub

调用方法，如果要得到进度事件，则可以在Form或Class里写以下语句：

Dim WithEvents objUrlDownFile As URLDownFile
Private Sub Form_Load()
    Set objUrlDownFile = New URLDownFile
    objUrlDownFile.DownloadFile "http://img8.ph.126.net/9qc6wHM5AbOol44iBNIINw==/1297036692700510608.jpg", "c:/temp2.jpg"
End Sub

Private Sub objUrlDownFile_OnProgress(ByVal lMax As Long, ByVal lProgress As Long, ByVal lStatusCode As olelib.BINDSTATUS)
    Debug.Print lMax, lProgress, lStatusCode
End Sub

Sub main()
    Dim objUrlDownFile As New URLDownFile
    objUrlDownFile.DownloadFile "http://img8.ph.126.net/9qc6wHM5AbOol44iBNIINw==/1297036692700510608.jpg", "c:/temp2.jpg"
End Sub

摘自：一个使用URLDownloadToFile实现文件下载的类