URL website = new URL("http://www.website.com/file.exe");
ReadableByteChannel rbc = Channels.newChannel(website.openStream());
FileOutputStream fos = new FileOutputStream("file.exe");
fos.getChannel().transferFrom(rbc, 0, Long.MAX_VALUE);

URL url = new URL(fileURL);
HttpURLConnection httpConn = (HttpURLConnection) url.openConnection();
httpConn.addRequestProperty("User-Agent", "Firefox 5.0");
httpConn.setRequestProperty("Referer", "http://www.google.com");