function GetInetFile
(const fileURL, FileName: String): boolean;
const BufferSize = 1024;
var
  hSession, hURL: HInternet;
  Buffer: array[1..BufferSize] of Byte;
  BufferLen,mnb: DWORD;
  f: File;
  sAppName: string;
begin
  Result:=False;
  sAppName := ExtractFileName(Application.ExeName);
  hSession := InternetOpen(PChar(sAppName),INTERNET_OPEN_TYPE_PROXY,PIInfo^.lpszProxy,nil,0);
  Dispose(PIInfo);
  try
    hURL := InternetOpenURL(hSession, PChar(fileURL), nil,0,0,0);
    try
      AssignFile(f, FileName);
      Rewrite(f,1);
    repeat
    InternetReadFile(hURL, @Buffer, SizeOf(Buffer), BufferLen);
    BlockWrite(f, Buffer, BufferLen)
  until BufferLen = 0;
  CloseFile(f);
  Result:=True;
  finally
    InternetCloseHandle(hURL)
  end
  finally
    InternetCloseHandle(hSession)
  end
end;

procedure TForm1.ConnectButtonClick(Sender: TObject);
var
  i,k:integer;
  old_date,ftp_name,ftp_name1,save_name:string;
Flags, TargetFrameName, PostData, Headers: OleVariant;
FileOnNet, LocalFileName: string;
begin
FileOnNet:='http://trulala.ru/lala/123.txt';
LocalFileName:='123.txt';
if GetInetFile(FileOnNet,LocalFileName)=True then
  ShowMessage('Файл загружен')
else
  ShowMessage('Ошибка загрузки файла')