Downloading a file from the internet with VBA

Hello,

I am trying to download a file using VBA. By now I've managed to open a browser and click on the button which causes the Open / Save / Cancel box to appear.

At this point, I attempt to do the following:

Dim EnterKey, LeftKey As String

EnterKey = "~"
LeftKey = "{LEFT}"

Application.SendKeys LeftKey, False
Application.SendKeys LeftKey, False
Application.SendKeys EnterKey, False

However once the download box appears nothing happens...

Can anyone help me with this?

Thanks!