error while downloading zip file from web using vba

Hi,

I am trying to download a zip file from web. I am using excel 2007. I am using the below code.

With CreateObject("MSXML2.XMLHTTP")
.Open "GET", url, False
.send
...
End with

But once the .send is executed, I am getting error that "The download of specified resource has failed"
Please help me.