File copy or save as from remote server

Hi there,
Is there a way to copy a file from a remote (another) www server or
just use a "save as" command to save the file on you local machine. Say
for example you wanted to copy the file test.txt from the website
http://yourserver.com/test.txt and the web server not being you own and
you just have normal access rights. You can view the file and have read
access to it through the web server.

The set f=fs.GetFile command does not work on remote server as it seems
and also porpably needs a full drive path.

Anybody has a way to do this???

best regards
ese