; Thanks to FiberOptics for this nifty snippet ;)
alias download {
  var %r = $(|,) return $false, %e = scon -r !echo $color(info) -a $!!download: Error -
  if (!$isid) %e this snippet can only be called as an identifier. %r
  if ($os isin 9598) %e this snippet requires Windows ME or higher. %r
  if ($version < 6) %e this snippet requires mIRC version 6.0 or higher. %r
  var %dir = $nofile($1), %file = $nopath($1), %method = $upper($2), %url = $3
  if (!$gettok(%dir,2,58)) { %dir = $mircdir $+ %dir }
  var %bit = $4, %headers = $iif($2 == get,$5,$6), %postdata = " $+ $5", %res
  if (* !iswm %file) %e you must specify a file to save the data to. %r
  if (%file != $mkfn(%file)) %e file %file contains illegal characters. %r
  if (* !iswm %dir) %dir = $mircdir
  elseif (!$isdir(%dir)) %e no such folder %dir %r
  if (!$istok(get head post,$2,32)) %e method can only be GET, HEAD or POST. %r
  ;if (!$regex(%e,$3,/^\S+\.\S+\.\S+$/)) %e you didn't specify an url to download from. %r
  if ($2 != head) {
    if ($4 !isnum 1-3) %e bitmask should be a digit in range 1-3. %r
    if ($2 == post) && (* !iswm $5) %e you didn't specify any post data. %r
    if (%headers) && (!$regsub(%e,%headers,/(\S+?): (.+?)(?=\s?\n|$)/g,"\1" $chr(44) "\2",%headers)) {
      %e bad header syntax. Correct -> Label: value seperated by $!!lf's %r
    }
  }
  var %file = $+(",%dir,%file,"), %id = $+(@download,$ticks,$r(1111,9999),.vbs), %a = aline %id
  if ((http://* !iswm $3) && (https://* !iswm $3)) { %url = http:// $+ $3 }
  .comopen %id wscript.shell
  if ($comerr) %e could not open Wscript.Shell. %r
  write -c %file
  window -h %id
  %a on error resume next 
  %a sub quit $lf set http = nothing : set ado = nothing : wscript.quit $lf end sub
  %a sub errmsg
  %a set fso = createobject("scripting.filesystemobject")
  %a set file = fso.createtextfile( %file ,true)
  %a file.write("Err number: " & err.number & " = " & err.description) : file.close
  %a set fso = nothing
  %a quit
  %a end sub
  %a arr = array("winhttp.winhttprequest.5.1","winhttp.winhttprequest","msxml2.serverxmlhttp","microsoft.xmlhttp")
  %a i = 0 $lf while i < 4 and not isobject(http) : set http = createobject(arr(i)) : i = i + 1 : wend
  %a if not isobject(http) then errmsg
  %a err.clear
  %a http.open $+(",%method,") , $+(",%url,") ,false
  %a http.setrequestheader "User-Agent","Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.1; .NET CLR 1.1.4322)"
  if (%headers) { tokenize 10 %headers | scon -r %a http.setrequestheader $* }
  if (%method == post) {
    %a http.setrequestheader "Content-Type","application/x-www-form-urlencoded"
    %a http.send %postdata
  }
  else %a http.send
  %a if err then errmsg
  %a set ado = createobject("adodb.stream")
  %a if not isobject(ado) then errmsg
  %a ado.open
  if (%bit != 2) {
    %a ado.type = 2 : ado.charset = "ascii"
    %a ado.writetext "HTTP/1.1 " & http.status & " " & http.statustext,1
    %a ado.writetext http.getallresponseheaders,1 : ado.position = 0
  }
  if (%bit != 1) %a ado.type = 1 : ado.read : ado.write http.responsebody
  %a ado.savetofile $iif($mid(%file,3,1) != :,$qt($mircdir $+ $remove(%file,")),%file) ,2 : ado.close : quit
  savebuf %id $qt($mircdir $+ %id)
  close -@ %id
  .comclose %id $com(%id,run,1,bstr*,wscript.exe $qt($mircdir $+ %id),uint,0,bool,true)
  .remove %id
  ; * This fixes one Line HTML Files with more than 4000 chars per line * (for example winamp shoutcast servers)
  .fopen file %file
  .fseek -w file Err number:* = *
  var %pos = $fopen(file).pos
  .fclose file
  if (!%pos) {
    %res = $read(%file,t,1)
    if (Err number:*=* iswm %res) || (!$file(%file)) %e $iif(%res,%res,no data could be retrieved) - %url %r
  }
  else {
    return $true
  }
  :error
  if ($com(%id)) .comclose %id
  if ($isfile(%id)) .remove %id
  if ($window(%id)) close -@ %id
  return $false
}