Sub Test()

    Dim fso As Object
    Set fso = CreateObject("Scripting.FileSystemObject")

    Dim sLocalFilename As String
    sLocalFilename = Environ$("TMP") & "\urlmon.html"
    Dim sURL As String
    sURL = ""
    Dim bOk As Boolean
    bOk = (URLDownloadToFile(0, sURL, sLocalFilename, 0, 0) = 0)
    If bOk Then
        If fso.FileExists(sLocalFilename) Then
            '* Tools->References Microsoft HTML Object Library
            Dim oHtml4 As MSHTML.IHTMLDocument4
            Set oHtml4 = New MSHTML.HTMLDocument
            Dim oHtml As MSHTML.HTMLDocument
            Set oHtml = Nothing
            '* IHTMLDocument4.createDocumentFromUrl
            '* MSDN - IHTMLDocument4 createDocumentFromUrl method -
            Set oHtml = oHtml4.createDocumentFromUrl(sLocalFilename, "")
            '* need to wait a little whilst the document parses
            '* because it is multithreaded
            While oHtml.ReadyState <> "complete"
                DoEvents  '* do not comment this out it is required to break into the code if in infinite loop
            Debug.Assert oHtml.ReadyState = "complete"

            Dim sTest As String
            sTest = Left$(oHtml.body.outerHTML, 100)
            Debug.Assert Len(Trim(sTest)) > 50  '* just testing we got a substantial block of text, feel free to delete
            '* this is where the page specific logic now goes, here I am getting info from a StackOverflow page
            Dim htmlAnswers As Object 'MSHTML.DispHTMLElementCollection
            Set htmlAnswers = oHtml.getElementsByClassName("answer-hyperlink")
            Dim lAnswerLoop As Long
            For lAnswerLoop = 0 To htmlAnswers.Length - 1
                Dim vAnswerLoop
                Set vAnswerLoop = htmlAnswers.Item(lAnswerLoop)
                Debug.Print vAnswerLoop.outerText
        End If
    End If
End Sub

Download MP3 Files

Private Declare PtrSafe Function URLDownloadToFile Lib "urlmon" Alias _
  "URLDownloadToFileA" (ByVal pCaller As Long, ByVal szURL As String, ByVal _
    szFileName As String, ByVal dwReserved As Long, ByVal lpfnCB As Long) As Long
' Select Tools | References....
' Select Microsoft Internet Transfer Control from the available references.
Sub DownloadFilefromWeb()
    Dim strSavePath As String
    Dim URL As String, ext As String
    Dim buf, ret As Long
    URL = "[Songs.PK]%20Malang%20-%20Dhoom%203%20-%20320Kbps.mp3"
    buf = Split(URL, ".")
    ext = buf(UBound(buf))
    strSavePath = "C:\Users\Excel\Desktop\New folder\" & "DownloadedFile." & ext
    ret = URLDownloadToFile(0, URL, strSavePath, 0, 0)
    If ret = 0 Then
        MsgBox "Download has been succeed!"
        MsgBox "Error"
    End If
End Sub