Private Sub update(ByVal dataUrl As String)
        Dim tempFilePath As String = Path.GetTempFileName() & ".exe"
        My.Computer.Network.DownloadFile(dataUrl, tempFilePath)
    End Sub

Dim folder As String = My.Computer.FileSystem.SpecialDirectories.Temp
Dim filepath As String = IO.Path.Combine(folder, "MyDownload.Exe")

        Try
 
            Dim url As New Uri( _
              "http://the.earth.li/~sgtatham/putty/latest/x86/putty.exe")
            Dim wc As New System.Net.WebClient
            wc.DownloadFile(url, <Zielordner/Dateiname>)
 
        Catch ex As Exception
            Stop
        End Try

    Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As _
      System.EventArgs) Handles Button1.Click
        Try
 
            Dim url As New Uri( _
              "http://the.earth.li/~sgtatham/putty/latest/x86/putty.exe")
            Dim wc As New System.Net.WebClient
            wc.DownloadFile(url, "c:\datei.exe")
 
        Catch ex As Exception
            Stop
        End Try
    End Sub
End Class