Hi try this way
Prerequisites: Button1, Label1 and ProgressBar1 on Form1.
Private Sub Button2_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button2.Click
Dim file As String = "http://URL/image.jpg" 'Specify URL of an image
Dim request As System.Net.WebRequest = System.Net.HttpWebRequest.Create(file)
Dim response As System.Net.HttpWebResponse = request.GetResponse()
Dim stream As System.IO.Stream = response.GetResponseStream()
' Get the length of the content
Dim length As Integer = response.ContentLength
' Set the maximum length of the progress bar.
ProgressBar1.Maximum = length
' Create a temporary array for the content of the file.
Dim bytes(length) As Byte
' Get all bytes of the content and advance the progress bar.
For i As Integer = 0 To length - 1
bytes(i) = stream.ReadByte()
ProgressBar1.Value = i
Label1.Text = i.ToString + "Bytes Downloaded"
Application.DoEvents()
Next
' Write the content to the local file.
Using output As IO.Stream = System.IO.File.Create("D:\newImg.jpg")
output.Write(bytes, 0, bytes.Length)
End Using
End Sub