my answer would not be complete without mentioning that Windows already provides a set of function for accessing urls. they are located in the wininet library. look for InternetOpen, InternetOpenUrl and related functions...
you will find attached a code sample to open an url and download its content to a file.
in order to compile this code, you will need to:
- install the windows sdk that comes bundled with CVI (if it's not already installed)(or download it from microsoft website)
- add "wininet.lib" from the windows sdk folder (<cvi install dir>\sdk\lib\) to your project
input url and output filename are in defined in constant variables, experiment with them. also read the documentation for InternetOpenUrl and InternetOpen as they support a bunch of flags for configuring the connection to suit your need and network configuration.