Thanks again Randy, your examples have helped immensely!
I now have a working application that will download a series of files.
As per your example, it also has a feature that can delete all the cached
files (beforehand) minus the cookies.

However, the application works but it suffers from serious performance
issues.
1.  The function caches all the files it downloads.  This is a bad thing
because each batch of files will be from 350 to 600MB.
    That is going to fill up the disk space unneccsarily and 2 slow do the
process considerably.
    Ideally, the function should not write the file to the cache dir.
    I checked the other news groups and the closet thing I can find is
    "BINDF_NOWRITECACHE" but I think this is only available in c\c+.

2. The application tries to get a cached copy if it is avialable.  I can
clear the cache before hand everytime but it is a
    really inefficient process.
    It seems like the command BINDF_GETNEWESTVERSION  is supposed to bypass
the cache but it doesn't.

3. The program locks up while processing.
    I think I can avoid this with "DoEvents" but I'll have to play around
with it.

Let me know what you think, I have been going through the other news groups
and sites but it seems like
every solution is super complicated.

Chris
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