The simplest way to do that is by calling your default webbrowser with the download link and then let the browser and the user do the work. You can follow these steps, i will try to explain i full detail.
First if you havent created a new project, create one.
Then you should see a blank form titled Form1, if not look in your right panel (Solution Explorer) and double click the form1.vb file.
Open your toolbox (left panel) and drag 2 buttons anywhere in your form, one of them should be named Button1 by default and the second Button2.
To change the label on the buttons, its simple, each control ( a button, textbox etc) has some properties bound to them. For example the button's label is the Text property, so to change it... Look in your bottom right panel, that's the property panel, so now make sure you select Button1 on your form, now in the property panel scroll down until you find the "Text" property. Then alter its value to "Yes" or w.e you want it to say, now do the same for button2 and label it how you want.
After your done now we need to make the buttons do some actions. Double click the Button1 and immediately your view changes from design (visual mode) to code view. in Code view you should see something like this:
Code:
Public Class Form1
Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click
End Sub
End Class
now in between Private Sub Button1_Click
and End Sub type
this if this is going to be your "yes" button
Code:
Process.Start("http://link to file you want to download")
now what this will do is the same as going to Start>Run... and typing in a web address
the windows shell will call up your default webbrowser and pass on that link for it to display back to the user. This is the simplest way you can let the use download a file, but its the most restrictive to the programmer aswell.
now for your "exit" button
type this in between between Private Sub Button2_Click
and it's End Sub
now there are many ways to end your program, the safest is using
but a shorter form (taken from classic VB) is just typing "End"
Now to test your program look at your top toolbar and click that green arrow that looks like a play button.
I hope this has helped you
