GS wrote:
but does not have to have the date and time; that would fill the HD
since i have thousands of files to process.

Filenames have nothing to do with storage space; -it's the file size!
Given Auric_'s suggestion creates text files, the size of 999 txt files
would hardly be more the 1MB total! If you append each page to the 1st
file then all pages could be in 1 file...

True, BUT the files can be large:
"result = URLDownloadToFile(0, S$, tmp, 0, 0)" creates a file in TEMP
the size of the source - which can be multi-megabtes; 999 of them can
eat the HD space fast.
Hopefully a URL file size does not exceed the space limit allowed in
Excel 2003 string space (anyone know what that might be?).

I have found that the stringvalue AKA TEMP filename can be fixed to
anything reasonable, and does not have to include
parts/substrings/subsets of the file one wants to download.

I can be "a good thing" (quoting Martha Stewart) to delete the file
when done.

I have also found the following:
1) one does not have to use FreeFile for a file number (when all else is
OK).
2) cannot use "contents" for string storage space.
3) one cannot mix use of "/" and "\" in a string for a given file name.
4) one cannot have a space in the file name, so that gives a serious
problem for some web URLs (work-around anyone?)
5) method fails for "https:" (work-around anyone?)