Merlin’s Delphi Forge

Windows keeps track of the files you work with ands them to the Start|Documents menu. If you want to add documents to this menu from your program, just use the SHAddToRecentDocs() function. The function requires a PChar parameter but so you can use aways either typecast strings to PChars or use the StrPCopy() function.

uses ShlObj;
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You can always use some component. But if you are just going to download there is no need to do this or to use ActiveX controls. Windows has the function you need already declared in the UrlMon.dll. To download a file to a local disk just use this code:
!!Note: This function is not described in [...]