主文件：
#include "stdafx.h"
#include <UrlMon.h>
#pragma comment(lib, "urlmon.lib")
#include <tchar.h>
#include "cbindCallBack.h"
#include "iostream"
#include <CString>

int main()
{

    //在url后添加随机数，防止从IE缓存中读取。url后加随机数不会影响下载的。  
    //如果想要从缓存中提取那么就把下面的注释掉  

    DWORD rand= GetTickCount();
    
    CBindCallback cbc;
    HRESULT hr=URLDownloadToFile(NULL, _T("http://dldir1.qq.com/qqfile/qq/QQ8.9/19983/QQ8.9.exe"), _T("e:\\download\\qq8.9.exe"), NULL, &cbc);
    if (hr==S_OK)
    {
        std::cout << "下载完成！" << std::endl;
        system("e:\\download\\qq8.9.exe");
    }
    else if (hr== E_OUTOFMEMORY)
    {
        std::cout << "缓冲区长度无效，或内存不足，无法完成操作！" << std::endl;
    }
    else if (hr== E_OUTOFMEMORY)
    {
        std::cout << "指定的资源或回调接口无效！" << std::endl;
    }

    getchar();
    return 0;
}


cbindCallback.h

#pragma once
#include "stdafx.h"
#include <UrlMon.h>
#pragma comment(lib, "urlmon.lib")
#include <tchar.h>
class CBindCallback : public IBindStatusCallback
{
public:
        CBindCallback();
        virtual ~CBindCallback();
        
        //接受显示进度窗口的句柄  
        //CUrlDownloadToFileCallbackTestDlg* m_pdlg;
        
        //IBindStatusCallback的方法。除了OnProgress     外的其他方法都返回E_NOTIMPL           
        STDMETHOD(OnStartBinding)
        (DWORD dwReserved,
            IBinding __RPC_FAR *pib)
        { return E_NOTIMPL; }
        
        STDMETHOD(GetPriority)
        (LONG __RPC_FAR *pnPriority)
        { return E_NOTIMPL; }
    
        STDMETHOD(OnLowResource)
        (DWORD reserved)
        { return E_NOTIMPL; }
        
        //OnProgress在这里  
        STDMETHOD(OnProgress)
        (ULONG ulProgress,
            ULONG ulProgressMax,
            ULONG ulStatusCode,
            LPCWSTR wszStatusText);
        
        STDMETHOD(OnStopBinding)
        (HRESULT hresult,
            LPCWSTR szError)
        { return E_NOTIMPL; }
        
        STDMETHOD(GetBindInfo)
        (DWORD __RPC_FAR *grfBINDF,
            BINDINFO __RPC_FAR *pbindinfo)
        { return E_NOTIMPL; }
    
        STDMETHOD(OnDataAvailable)
        (DWORD grfBSCF,
            DWORD dwSize,
            FORMATETC __RPC_FAR *pformatetc,
            STGMEDIUM __RPC_FAR *pstgmed)
        { return E_NOTIMPL; }
        
        STDMETHOD(OnObjectAvailable)
        (REFIID riid,
        IUnknown __RPC_FAR *punk)
        { return E_NOTIMPL; }
        
        // IUnknown方法.IE 不会调用这些方法的  
            
        STDMETHOD_(ULONG, AddRef)()
        { return 0; }
        
        STDMETHOD_(ULONG, Release)()
        { return 0; }
        
        STDMETHOD(QueryInterface)
        (REFIID riid,
        void __RPC_FAR *__RPC_FAR *ppvObject)
        { return E_NOTIMPL; }
};


cbindCallBack.cpp

#include "stdafx.h"
#include "cbindCallBack.h"
#include "iostream"
using namespace std;

//只需实现OnProgress方法，类的实现：  
CBindCallback::CBindCallback()
{

}

CBindCallback::~CBindCallback()
{

}
//////仅实现OnProgress成员即可  
LRESULT CBindCallback::OnProgress(ULONG ulProgress,
    ULONG ulProgressMax,
    ULONG ulSatusCode,
    LPCWSTR szStatusText)
{
    /*CProgressCtrl* m_prg = (CProgressCtrl*)m_pdlg->GetDlgItem(IDC_PROGRESS);
    m_prg->SetRange32(0, ulProgressMax);
    m_prg->SetPos(ulProgress);

    CString szText;
    szText.Format("已下载%d%%", (int)(ulProgress * 100.0 / ulProgressMax));
    (m_pdlg->GetDlgItem(IDC_STATUS))->SetWindowText(szText);*/
    cout << "文件大小为：" << ulProgressMax /1024/1024 << "MB"<<endl;
    cout << ulProgress/1024/1024<<"MB" << endl;
    cout << "已下载：" << ulProgressMax*100.0/ulProgressMax << "%" << endl;
    return S_OK;
}