Const adTypeBinary = 1
Const adTypeText   = 2
Const adSaveCreateNotExists = 1
Const adSaveCreateOverWrite = 2

Dim objHTTP, objStream

url = "http://www.microsoft.com/"
txt = "l:\response.txt"

Set objHTTP   = CreateObject("MSXML2.XMLHTTP")
Set objStream = CreateObject("ADODB.Stream")
objStream.Open

Call objHTTP.Open("GET", url, FALSE)
objHTTP.Send (Null)

If objHTTP.Status = 200 Then
    objStream.Type = adTypeBinary
    objStream.Write objHTTP.ResponseBody
Else
    Error = "Error Status : " & objHTTP.Status & _
            vbCrLf & _
            "Error StatusText : " & objHTTP.StatusText & _
            vbCrLf & vbCrLf & _
            "ResponseHeaders : " & objHTTP.getAllResponseHeaders()
    objStream.Type = adTypeText
    objStream.writeText Error
End If

objStream.SaveToFile txt, adSaveCreateOverwrite
objStream.Close