procedure TForm1.SaveFile;
var
IdHttp : TIdHTTP;
FileStream : TMemoryStream;
begin
  IdHTTP:= TIdHTTP.Create(nil);
  FileStream := TMemoryStream.Create;
  with IdHTTP do
  begin
    try
      Host:= 'www.server.com';
      Port:= 80;
      Connect(10000);
        IdHTTP.Get('file.txt', FileStream);
        try
          FileStream.Savetofile('c:\file.txt');
        finally
          FileStream.Free;
        end;
      Disconnect;
    except
    end;
    FreeAndNil(IdHTTP);
  end;
end