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Default Download a CSV file from an internet site

Hi. I need to program Excel to download a CSV file into a file rather into a
spreadsheet, for two reasons.
1. the file is too big to go straight into Excel (65536 lines)
2. I need to filter out unwanted material according to the contents of
another downloaded file.

Is there a way of downloading a file straight to disc from within VBA or do
I need to use a Windows API call?
Thanks
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