Hi,
what exactly do you want to do? you can download the file and upload it to your webserver.
but why do you want to copy the file? you can link to it without copying.
i know i can download and upload, but it;s more reliable if transfer it with out download and upload.
i need it, so i can transfer it between my 2 sites.
Well there is a way, but I'm wondering how much legal would be?! Yeah, it's something like downloading to your computer, but you're sharing that file from your server.
If what you want is to download a file from another webserver to your own, then yes, there is a way. Use a PHP shell interface and wget. PM me if you still need help.