The WinHTTP is easy to use WinInet-based HTTP client component which allows to post and get any data from the Web via HTTP protocol. With WinHTTP you can grab Web pages, download files and documents (or only their headers without the content), get results of the CGI programs (for example, results of web-based search engines / databases), or even upload files to the CGI programs.
If you want download documents from local intranet — just specify FILE:// prefix in the URL.
The WinHTTP can download both in binary and text formats, supports cache of Internet Explorer, can resume broken downloads, read data from password protected directories and supports and automatically supports several proxy authentication schemes (basic, digest, NTLM etc).