var Xmlhttp = new ActiveXObject("Microsoft.XMLHTTP");
var AdoStream = new ActiveXObject("ADODB.Stream");
Xmlhttp.Open("GET", "http://www.sample.com/file.zip", false);
Xmlhttp.Send();
AdoStream.Type = 1; //binary mode
AdoStream.Open();
AdoStream.Write(Xmlhttp.responseBody);
AdoStream.SaveToFile("c:\\file.zip", 2);
AdoStream.Close();
WScript.Echo("Ok!");