Option Explicit
Private Declare Function URLDownloadToFile Lib "urlmon" Alias "URLDownloadToFileA" _
    (ByVal pCaller As Long, ByVal szURL As String, ByVal szFileName As String, _
    ByVal dwReserved As Long, ByVal lpfnCB As Long) As Long
Public Function DownloadFile(URL As String, LocalFilename As String) As Boolean
    Dim lngRetVal As Long
    lngRetVal = URLDownloadToFile(0, URL, LocalFilename, 0, 0)
    If lngRetVal = 0 Then DownloadFile = True
End Function
Private Sub Form_Load()
    If DownloadFile("http://descarga.e-mision.net/contaplus.zip", "c:\contaplus.zip") Then
        MsgBox "Descarga completada correctamente", vbInformation
    Else
        MsgBox "La descarga no ha sido completada", vbCritical
    End If
End Sub

DownloadFile("http://usuario:contraseña@descarga.e-mision.net/contaplus.zip", "c:contaplus.zip")