下载者大家都知道吧。不做多解释了。
首先我们来看下要用到的 两个 API函数的 定义
URLDownloadToFile
HRESULT URLDownloadToFile(
    LPUNKNOWN pCaller,
    LPCSTR szURL,
    LPCSTR szFileName,
    DWORD dwReserved,
    LPBINDSTATUSCALLBACK lpfnCB
);

Downloads bits from the Internet and saves them to a file. The client can choose to be  
notified of progress through a notification callback.

pCaller
Address of the controllingIUnknown interface of the calling ActiveX component (if the caller  
is an ActiveX component). If the calling application is not an ActiveX component, this value  
can be set to NULL. Otherwise, the caller is a COM object that is contained in another  
component (such as an ActiveX control within the context of an HTML page). This parameter  
represents the outermost IUnknown of the calling component. The function attempts the  
download within the context of the ActiveX client framework and allows the caller's container  
to receive callbacks on the progress of the download.
szURL
String containing the URL to be downloaded. Cannot be NULL.
szFileName
String containing the name of the file to create for bits that come from the download.
dwReserved
Reserved for future use. Must be zero.
lpfnCB
Address of the caller's IBindStatusCallback interface. URLDownloadToFile calls this  
interface's IBindStatusCallback::OnProgress method on a connection activity, including the  
arrival of data. IBindStatusCallback::OnDataAvailable is never called. Implementing  
IBindStatusCallback::OnProgress allows a caller to implement a user interface or other  
progress monitoring functionality. It also allows the download operation to be canceled by  
returning E_ABORT from the IBindStatusCallback::OnProgress call. Can be NULL.
//////////////////////////////////////////////
URLDownloadToFile不支持断点续传.  

ShellExecute
HINSTANCE ShellExecute(
    HWND hwnd,
    LPCTSTR lpOperation,
    LPCTSTR lpFile,
    LPCTSTR lpParameters,
    LPCTSTR lpDirectory,
    INT nShowCmd
);       

Opens or prints a specified file.

Returns a value greater than 32 if successful, or an error value that is less than or equal  
to 32 otherwise. The following table lists the error values. The return value is cast as an  
HINSTANCE for backward compatibility with 16-bit Windows applications. 0  The operating  
system is out of memory or resources.
ERROR_FILE_NOT_FOUND  The specified file was not found.
ERROR_PATH_NOT_FOUND  The specified path was not found.
ERROR_BAD_FORMAT  The .exe file is invalid (non-Win32® .exe or error in .exe image).
SE_ERR_ACCESSDENIED  The operating system denied access to the specified file.  
SE_ERR_ASSOCINCOMPLETE  The file name association is incomplete or invalid.
SE_ERR_DDEBUSY  The DDE transaction could not be completed because other DDE transactions  
were being processed.
SE_ERR_DDEFAIL  The DDE transaction failed.
SE_ERR_DDETIMEOUT  The DDE transaction could not be completed because the request timed out.
SE_ERR_DLLNOTFOUND  The specified dynamic-link library was not found.  
SE_ERR_FNF  The specified file was not found.  
SE_ERR_NOASSOC  There is no application associated with the given file name extension.
SE_ERR_OOM  There was not enough memory to complete the operation.
SE_ERR_PNF  The specified path was not found.
SE_ERR_SHARE  A sharing violation occurred.

hwnd
Window handle to a parent window. This window receives any message boxes that an application  
produces. For example, an application may report an error by producing a message box.
lpOperation
Address of a null-terminated string that specifies the operation to perform. The following  
operation strings are valid: "open"  The function opens the file specified by the lpFile  
parameter. The file can be an executable file or a document file. It can also be a folder.
"print"  The function prints the file specified by lpFile. The file should be a document  
file. If the file is an executable file, the function opens the file, as if "open" had been  
specified.
"explore"  The function explores the folder specified by lpFile.  

This parameter can be NULL. In that case, the function opens the file specified by lpFile.

lpFile
Address of a null-terminated string that specifies the file to open or print or the folder to  
open or explore. The function can open an executable file or a document file. The function  
can print a document file.
lpParameters
If the lpFile parameter specifies an executable file, lpParameters is an address to a null-
terminated string that specifies the parameters to be passed to the application.
If lpFile specifies a document file, lpParameters should be NULL.
lpDirectory
Address of a null-terminated string that specifies the default directory.
nShowCmd
If lpFile specifies an executable file, nShowCmd specifies how the application is to be shown  
when it is opened. This parameter can be one of the following values: SW_HIDE  Hides the  
window and activates another window.
SW_MAXIMIZE  Maximizes the specified window.
SW_MINIMIZE  Minimizes the specified window and activates the next top-level window in the z
-order.
SW_RESTORE  Activates and displays the window. If the window is minimized or maximized,  
Windows restores it to its original size and position. An application should specify this  
flag when restoring a minimized window.
SW_SHOW  Activates the window and displays it in its current size and position.  
SW_SHOWDEFAULT  Sets the show state based on the SW_ flag specified in theSTARTUPINFO  
structure passed to theCreateProcess function by the program that started the application. An  
application should callShowWindow with this flag to set the initial show state of its main  
window.
SW_SHOWMAXIMIZED  Activates the window and displays it as a maximized window.
SW_SHOWMINIMIZED  Activates the window and displays it as a minimized window.
SW_SHOWMINNOACTIVE  Displays the window as a minimized window. The active window remains  
active.
SW_SHOWNA  Displays the window in its current state. The active window remains active.
SW_SHOWNOACTIVATE  Displays a window in its most recent size and position. The active window  
remains active.
SW_SHOWNORMAL  Activates and displays a window. If the window is minimized or maximized,  
Windows restores it to its original size and position. An application should specify this  
flag when displaying the window for the first time.

If lpFile specifies a document file, nShowCmd should be zero.

You can use this function to open or explore a shell folder. To open a folder, use either of  
the following calls:

ShellExecute(handle, NULL, path_to_folder, NULL, NULL, SW_SHOWNORMAL);

or

ShellExecute(handle, "open", path_to_folder, NULL, NULL, SW_SHOWNORMAL);

To explore a folder, use the following call:

ShellExecute(handle, "explore", path_to_folder, NULL, NULL, SW_SHOWNORMAL);

If lpOperation is NULL, the function opens the file specified by lpFile. If lpOperation is  
"open" or "explore", the function will attempt to open or explore the folder.

To obtain information about the application that is launched as a result of calling  
ShellExecute, use ShellExecuteEx.
如果知道了这两个API函数定义。我们就可以初步实现了。

#include<windows.h>
#include<urlmon.h>
#include<process.h>
#include<Shellapi.h>  //这个头文件里有ShellExecute的定义
#pragma comment (lib,"Urlmon.lib")

int main()
{
        URLDownloadToFile(NULL,"http://www.baidu.com/img/logo.gif","D:\\logo.gif",0,NULL);
        ShellExecute(0,"open","D:\\logo.gif",NULL,NULL,SW_SHOW);
        exit(0);
        return 0;
}

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