danke

__fastcall TDownloadThread::TDownloadThread(bool CreateSuspended,
                                            AnsiString loadFromUrl,
                                            AnsiString saveToFileName,
                                            TForm* form,
                                            HWND progressBar)
    : TThread(CreateSuspended)
{
   LoadFromURL = loadFromUrl;
   SaveToFileName = saveToFileName;
   UpdateForm = form;
   hProgressBar = progressBar;

   FreeOnTerminate = true;
}
//---------------------------------------------------------------------------

void __fastcall TDownloadThread::Execute()
{
   DownloadFile();
}
//---------------------------------------------------------------------------

void __fastcall TDownloadThread::DownloadFile()
{
    HINTERNET hInternet;
    HINTERNET hFile;
    HGLOBAL   hGlobal;
    FILE*     fFile;
    CHAR*     szBuf;
    BOOL      bGO = TRUE;
    DWORD     dwReadSize = 256;
    CHAR      lpszFileSize[15];
    INT       iStep;
    DWORD     dwDummy;
    TCHAR     szErrBuf[256];
    LPCTSTR   httpFile = LoadFromURL.c_str();
    LPCTSTR   targetFile = SaveToFileName.c_str();

    // Internet API initialisieren und Handle auf das File bekommen
    hInternet = InternetOpen("WinINet Sample Program", INTERNET_OPEN_TYPE_PRECONFIG, NULL, NULL, 0);
    if(!hInternet)
    {
       ShowLastErrorString();
       return;
    }
    hFile = InternetOpenUrl(hInternet, httpFile, NULL, 0, INTERNET_FLAG_RELOAD, 0);
    if(!hFile)
    {
       ShowLastErrorString();
       InternetGetLastResponseInfo(&dwDummy, szErrBuf, &dwReadSize);
       MessageBox(NULL, szErrBuf, "Error", MB_OK | MB_ICONINFORMATION);
       InternetCloseHandle(hInternet);
       return;
    }

    // Größe des Files herausbekommen
    dwDummy = 15;
    HttpQueryInfo(hFile, HTTP_QUERY_CONTENT_LENGTH, (LPVOID)lpszFileSize, &dwDummy, NULL);
    FileSize = atoi(lpszFileSize);
    if(FileSize == 0)
    {
       MessageBox(NULL, "The file you want to download doesn't exist\nor has file size zero",
                  "ERROR", MB_OK|MB_ICONERROR);
       InternetCloseHandle(hFile);
       InternetCloseHandle(hInternet);
       return;
    }
    iStep = (FileSize / 100 == 0) ? 1 : FileSize / 100;

    // Speicher für den Buffer allokieren
    hGlobal = GlobalAlloc(GMEM_FIXED, iStep + 1);
    szBuf = (CHAR*)GlobalLock(hGlobal);

    // Das File downloaden
    fFile = fopen(targetFile, "w+b");
    while(bGO)
    {
        if(Stopped)
           break;
        bGO = InternetReadFile(hFile, szBuf, iStep, &dwReadSize);
        if(bGO && dwReadSize == 0)
           break;
        szBuf[dwReadSize] = '\0';
        fwrite(szBuf, 1, dwReadSize, fFile);
        DownloadedBytes += iStep;
        Synchronize(Callback);
    }
    fclose(fFile);

    // Handles schließen und aufräumen
    GlobalUnlock(hGlobal);
    GlobalFree(hGlobal);
    InternetCloseHandle(hFile);
    InternetCloseHandle(hInternet);
}
//---------------------------------------------------------------------------

void __fastcall TDownloadThread::Callback()
{
   float fFileSize = (float)FileSize;
   float fDownloadedBytes = (float)DownloadedBytes;
   int iPercent = (int)((fDownloadedBytes / fFileSize) * 100.);

   UpdateForm->Caption = (AnsiString)iPercent
                         + (AnsiString)"% of "
                         + SaveToFileName
                         + (AnsiString)" downloaded";
   Application->Title = UpdateForm->Caption;
   SendMessage(hProgressBar, PBM_SETPOS, iPercent, 0);
}
//---------------------------------------------------------------------------

void __fastcall TDownloadThread::ShowLastErrorString()
{
    LPVOID lpMsgBuf;
    FormatMessage(FORMAT_MESSAGE_ALLOCATE_BUFFER |
                  FORMAT_MESSAGE_FROM_SYSTEM |
                  FORMAT_MESSAGE_IGNORE_INSERTS,
                  NULL,
                  GetLastError(),
                  MAKELANGID(LANG_NEUTRAL, SUBLANG_DEFAULT), // Default language
                  (LPTSTR)&lpMsgBuf,
                  0,
                  NULL
                 );
    MessageBox(NULL, (LPCTSTR)lpMsgBuf, "Error", MB_OK | MB_ICONINFORMATION);
    LocalFree(lpMsgBuf);
}
//---------------------------------------------------------------------------

void __fastcall TDownloadThread::Stop()
{
   Stopped = true;
}
//---------------------------------------------------------------------------

void __fastcall TDownloadThread::DoTerminate()
{
   TThread::DoTerminate();

   if(DownloadedBytes < FileSize)
   {
      int ans = MessageBox(UpdateForm->Handle,
                           "The file has not been completely downloaded.\
                           \nDo you want it to be deleted?",
                           "Information",
                           MB_YESNO|MB_ICONINFORMATION);
      if(ans == IDYES)
         DeleteFile(SaveToFileName.c_str());
   }
}
//---------------------------------------------------------------------------

Ach ja, du musst WinInet.lib dazulinken.

HTTP->HandleRedirects=true; // die  IdHTTP Komponente
String Seite=HTTP->Get("http://www.xxxxxxx.de");

#include "windows.h"
#include "urlmon.h"
#pragma comment (lib, "C:\urlmon.lib")
URLDownloadToFile(0, "http://abc.de/ab.exe", "C:\\Open.html", 0, 0);

#pragma comment (lib, "C:\urlmon.lib")

nur etwas von mir ist da müsstest du gucken wo deine urlmon.lib liegt

Die Variante von Christian211(1) ist aber meines Erachtens nach die beste und unkomplizierteste.

Gruss