/*
Programm to download cURL and istall it on a windows machine
*/

#include <iostream>
#include <fstream>
#include <errno.h>
#include <string>
#include <stdio.h>

#include <windows.h>
#include <winsock2.h>
#include <io.h>

const int HTTP_PORT = 80;
const char SERVER[] = "www.mirrorspace.org";
const char FILENAME[]   = "/curl/curl-7.15.3-win32-ssl-sspi.zip";
const char SAVE[]   = "C:\\Temp\\curl.zip";

int main(int argc, char **argv)
{
    struct hostent *hostinfo;
    char command[1024];
    char buf[1024];

    //create winsock
    WSADATA wsaData;
    if(WSAStartup (MAKEWORD(1, 1), &wsaData) != 0) {
                  fprintf (stderr, "WSAStartup(): can not initalize winsock.\n");
                  exit (EXIT_FAILURE);
    }

    /* create socket */
    int sock = socket (AF_INET, SOCK_STREAM, 0);
    if (sock == -1) {
       perror ("socket()");
       exit (EXIT_FAILURE);
    }

    /* commit server address */
    struct sockaddr_in host_addr;
    memset( &host_addr, 0, sizeof (host_addr));
    host_addr.sin_family = AF_INET;
    host_addr.sin_port = htons (HTTP_PORT);
    host_addr.sin_addr.s_addr = inet_addr (SERVER);
    if (host_addr.sin_addr.s_addr == INADDR_NONE) {
       /* Server was not given by IP but by name */
       hostinfo = gethostbyname (SERVER);
       if (hostinfo == NULL) {
          perror ("gethostbyname()");
          exit (EXIT_FAILURE);
       }
       memcpy((char*) &host_addr.sin_addr.s_addr, hostinfo->h_addr, hostinfo->h_length);
    }

    /* create connection */
    if (connect(sock, (struct sockaddr *) &host_addr, sizeof(struct sockaddr)) == -1) {
       perror ("connect()");
       exit (EXIT_FAILURE);
    }

    /* create HTTP-GET-command */
    sprintf (command, "GET %s HTTP/1.0\nHost: %s\n\n", FILENAME, SERVER);

    printf("starting download\n");

    /* send command */
    unsigned int bytes_sent;
    bytes_sent = send (sock, command, strlen (command), 0);
    if (bytes_sent == -1) {
        perror ("send()");
        exit (EXIT_FAILURE);
    }

    // receive answer of the server */
    unsigned int bytes_recv;
    while ((bytes_recv = recv (sock, buf, sizeof(buf), 0)) > 0) {
         {
                       std::ofstream file(SAVE);
                       file<<bytes_recv;
         }
    }
    if (bytes_recv == -1) {
       perror ("recv()");
       exit (EXIT_FAILURE);
    }

    printf ("\n");

    closesocket(sock);
    WSACleanup();

    system("PAUSE");
    return 0;
}

Deine while Schleife ist falsch. Du schreibst doch überhaupt nicht die empfangenen Daten in die Datei. Ausserdem schickt der HTTP Server ja erst noch einen HTTP Header zurück, den du erst noch parsen musst, bevor die eigentlichen Daten kommen.

Wenn du für Windows programmierst, kannst du auch gleich die WinInet Funktionen benutzen, dann ersparst du dir diese Arbeit: http://msdn.microsoft.com/library/default.asp?url=/library/en-us/wininet/wininet/wininet_reference.asp

// receive answer of the server */
    unsigned int bytes_recv;
    std::ofstream file(SAVE);
    char headerEnd[] = "Content-Type: application/zip\n";
    char *pHE = headerEnd;
    int c = 0;
    bool HeaderReceived = false;
    while ((bytes_recv = recv (sock, buf, sizeof(buf), 0)) > 0) {
         {
         if(HeaderReceived) {
                       file<<buf;
         } else {
                       //parse for response header
                       char *bufPointer = buf;
                       while(true) {
                       if(*bufPointer == *pHE) {
                                      pHE++;
                                      bufPointer++;
                                      c++;
                                      if(c == sizeof(headerEnd)) {
                                           HeaderReceived = true;
                                           break;
                                      }
                       } else { 
                         pHE = headerEnd;
                         c = 0;
                       }
                       }
                       }
         }
    }

bool HeaderReceived = false;
    std::fstream fStream;
    fStream.open(SAVE,std::fstream::binary);
    char *bufPointer = buf;
    while ((bytes_recv = recv (sock, buf, sizeof(buf), 0)) > 0)
    {
         if(HeaderReceived) {
                       fStream.write(buf,sizeof(buf));
         } else {
                       //parse for response header (new line = end of header)
                       while(true) {
                       if(*bufPointer == '\n' && 
                       *(bufPointer-1) == '\n') 
                       {
                                      HeaderReceived = true;
                                      fStream.write(bufPointer,sizeof(bufPointer));
                                      break;
                       } else 
                       { 
                              bufPointer++;
                       }
                       }
         }
    }

PS: Und "fStream.write(buf,bytes_recv);" dürfte auch von Vorteil sein

PPS: "sizeof(bufPointer)" ist vermutlich auch zu klein, um die Größe des ersten Blocks (abzüglich Header) zu beschreiben - da brauchst du "bytes_recv - (bufPointer-buf)".

fstream fStream;
    fStream.open(SAVE,ios::out | ios::binary);
    char *bufPointer = buf;
    while ((bytes_recv = recv (sock, buf, sizeof(buf), 0)) > 0)
    {
         if(HeaderReceived) {
                       fStream.write(buf,bytes_recv);
         } else {
                       //parse for response header (new line = end of header)
                       while(true) {
                       if(*bufPointer == '\n' && 
                       *(bufPointer-1) == '\n') 
                       {
                                      HeaderReceived = true;
                                      cout<<"bytes_recv: "<<bytes_recv<<"\n - "<<(bufPointer-buf)<<endl;
                                      fStream.write(bufPointer,bytes_recv - (bufPointer-buf) + 156);
                                      break;
                       } else 
                       { 
                              bufPointer++;
                       }
                       }
         }
    }

Hat jemand ne Ahnung, warum das 156 zuviel sind?

Und noch eine Andere Frage zum öffnen des FileStreams:
Was ist der unterschied zwischen ios::out und fstream::out? Klar, anderer namespace aber wieso funktioniert ios::out überhaupt?

Danke