var 	
  stream : TMemoryStream; 	
  http : TIdHTTP; 
begin 	
 http := TIdHTTP.Create; 	
 stream := TMemoryStream.Create; 	
 try 		
    http.get('somesite.com/somefile', stream);
    stream.SaveToFile('MyFile'); 	
finally 		
    FreeAndNil(http); 		
    FreeAndNil(stream); 	
end; 
end;