What follows is a modification from
http://vbnet.mvps.org/index.html?code/internet/urldownloadtofilenocache.htm
Put the following in a standard module:
<font face=Courier New><SPAN style="color:#00007F">Option</SPAN> <SPAN style="color:#00007F">Explicit</SPAN>
<SPAN style="color:#00007F">Private</SPAN> <SPAN style="color:#00007F">Declare</SPAN> <SPAN style="color:#00007F">Function</SPAN> URLDownloadToFile <SPAN style="color:#00007F">Lib</SPAN> "urlmon" Alias _
"URLDownloadToFileA" (<SPAN style="color:#00007F">ByVal</SPAN> pCaller <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">Long</SPAN>, _
<SPAN style="color:#00007F">ByVal</SPAN> szURL <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">String</SPAN>, <SPAN style="color:#00007F">ByVal</SPAN> szFileName <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">String</SPAN>, _
<SPAN style="color:#00007F">ByVal</SPAN> dwReserved <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">Long</SPAN>, <SPAN style="color:#00007F">ByVal</SPAN> lpfnCB <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">Long</SPAN>) <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">Long</SPAN>
<SPAN style="color:#00007F">Private</SPAN> <SPAN style="color:#00007F">Declare</SPAN> <SPAN style="color:#00007F">Function</SPAN> DeleteUrlCacheEntry <SPAN style="color:#00007F">Lib</SPAN> "Wininet.dll" _
Alias "DeleteUrlCacheEntryA" ( _
<SPAN style="color:#00007F">ByVal</SPAN> lpszUrlName <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">String</SPAN>) <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">Long</SPAN>
<SPAN style="color:#00007F">Private</SPAN> <SPAN style="color:#00007F">Declare</SPAN> <SPAN style="color:#00007F">Function</SPAN> GetTempFileName <SPAN style="color:#00007F">Lib</SPAN> "kernel32" Alias _
"GetTempFileNameA" (<SPAN style="color:#00007F">ByVal</SPAN> lpszPath <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">String</SPAN>, _
<SPAN style="color:#00007F">ByVal</SPAN> lpPrefixString <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">String</SPAN>, <SPAN style="color:#00007F">ByVal</SPAN> wUnique <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">Long</SPAN>, _
<SPAN style="color:#00007F">ByVal</SPAN> lpTempFileName <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">String</SPAN>) <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">Long</SPAN>
<SPAN style="color:#00007F">Private</SPAN> <SPAN style="color:#00007F">Declare</SPAN> <SPAN style="color:#00007F">Function</SPAN> SetFileAttributes <SPAN style="color:#00007F">Lib</SPAN> "kernel32" Alias _
"SetFileAttributesA" (<SPAN style="color:#00007F">ByVal</SPAN> lpFileName <SPAN style="color:#00007F">As</SPAN> String, _
<SPAN style="color:#00007F">ByVal</SPAN> dwFileAttributes <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">Long</SPAN>) <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">Long</SPAN>
<SPAN style="color:#00007F">Private</SPAN> <SPAN style="color:#00007F">Const</SPAN> ERROR_SUCCESS <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">Long</SPAN> = 0
<SPAN style="color:#00007F">Private</SPAN> <SPAN style="color:#00007F">Const</SPAN> BINDF_GETNEWESTVERSION <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">Long</SPAN> = &H10
<SPAN style="color:#00007F">Private</SPAN> <SPAN style="color:#00007F">Const</SPAN> INTERNET_FLAG_RELOAD <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">Long</SPAN> = &H80000000
<SPAN style="color:#00007F">Private</SPAN> <SPAN style="color:#00007F">Const</SPAN> FILE_ATTRIBUTE_TEMPORARY = &H100
<SPAN style="color:#00007F">Private</SPAN> <SPAN style="color:#00007F">Function</SPAN> DownloadFile(sSourceUrl <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">String</SPAN>, _
sLocalFile <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">String</SPAN>) <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">Boolean</SPAN>
<SPAN style="color:#007F00">'Download the file. BINDF_GETNEWESTVERSION forces</SPAN>
<SPAN style="color:#007F00">'the API to download from the specified source.</SPAN>
<SPAN style="color:#007F00">'Passing 0& as dwReserved causes the locally-cached</SPAN>
<SPAN style="color:#007F00">'copy to be downloaded, if available. If the API</SPAN>
<SPAN style="color:#007F00">'returns ERROR_SUCCESS (0), DownloadFile returns True.</SPAN>
DownloadFile = URLDownloadToFile(0&, _
sSourceUrl, _
sLocalFile, _
BINDF_GETNEWESTVERSION, _
0&) = ERROR_SUCCESS
<SPAN style="color:#00007F">End</SPAN> <SPAN style="color:#00007F">Function</SPAN>
<SPAN style="color:#00007F">Function</SPAN> LoadPictureUrl(sSourceUrl <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">String</SPAN>) <SPAN style="color:#00007F">As</SPAN> IPictureDisp
<SPAN style="color:#00007F">Dim</SPAN> sLocalFile <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">String</SPAN>
<SPAN style="color:#00007F">On</SPAN> <SPAN style="color:#00007F">Error</SPAN> <SPAN style="color:#00007F">GoTo</SPAN> err_h
<SPAN style="color:#007F00">'Create a buffer</SPAN>
sLocalFile = <SPAN style="color:#00007F">String</SPAN>(260, 0)
<SPAN style="color:#007F00">'Get a temporary filename</SPAN>
GetTempFileName "C:\", "KPD", 0, sLocalFile
<SPAN style="color:#007F00">'Remove all the unnecessary chr$(0)'s</SPAN>
sLocalFile = Left$(sLocalFile, InStr(1, sLocalFile, Chr$(0)) - 1)
<SPAN style="color:#007F00">'Set the file attributes</SPAN>
<SPAN style="color:#00007F">Set</SPAN>FileAttributes sLocalFile, FILE_ATTRIBUTE_TEMPORARY
<SPAN style="color:#007F00">'Attempt to delete any cached version of the file.</SPAN>
DeleteUrlCacheEntry sSourceUrl
<SPAN style="color:#00007F">If</SPAN> DownloadFile(sSourceUrl, sLocalFile) = <SPAN style="color:#00007F">True</SPAN> <SPAN style="color:#00007F">Then</SPAN>
<SPAN style="color:#007F00">'hfile = FreeFile</SPAN>
<SPAN style="color:#007F00">'Open sLocalFile For Input As #hfile</SPAN>
<SPAN style="color:#007F00">'Text1.Text = Input$(LOF(hfile), hfile)</SPAN>
<SPAN style="color:#007F00">'Close #hfile</SPAN>
<SPAN style="color:#00007F">Set</SPAN> LoadPictureUrl = LoadPicture(sLocalFile)
Kill sLocalFile
<SPAN style="color:#00007F">Else</SPAN>
<SPAN style="color:#007F00">'Create a bogus error</SPAN>
Err.Raise 999
<SPAN style="color:#00007F">End</SPAN> <SPAN style="color:#00007F">If</SPAN>
<SPAN style="color:#00007F">Exit</SPAN> <SPAN style="color:#00007F">Function</SPAN>
err_h:
Set LoadPictureUrl = LoadPicture("")
<SPAN style="color:#00007F">End</SPAN> <SPAN style="color:#00007F">Function</SPAN></FONT>
now, you can call this function like
<font face=Courier New>
<SPAN style="color:#00007F">Private</SPAN> <SPAN style="color:#00007F">Sub</SPAN> Command1_Click()
<SPAN style="color:#00007F">Dim</SPAN> Url <SPAN style="color:#00007F">As</SPAN> <SPAN style="color:#00007F">String</SPAN>
Url = "http://www.mrexcel.com/board2/images/avatars/1739339495404fef2bc2773.gif"
Image1.Picture = LoadPictureUrl(Url)
<SPAN style="color:#00007F">End</SPAN> <SPAN style="color:#00007F">Sub</SPAN>
</FONT>