SaveFileFromURL

Sub SaveFileFromURL()

    Const Option_SSLErrorIgnoreFlags = 4
    Const SslErrorFlag_Ignore_All = 13056  ' Ignore all of the above

    Dim FileNum As Long
    Dim FileData() As Byte
    Dim WHTTP As Object

    mainUrl = "https://webservices.youknowtheURL.com"
    fileUrl = "https://webservices.youknowtheURL.com/mobile/rest/reportservice/exportReport?name=shared%2FCharlie+Book%27s2.ppr"
    filePath = "C:\myfile.csv"

    myuser = "loginname"
    mypass = "password"

    '@David Zemens, I got this by examining webpage code using Chrome, thanks!
    strAuthenticate = "start-url=%2F&user=" & myuser & "&password=" & mypass & "&switch=Log+In"

    Set WHTTP = CreateObject("WinHTTP.WinHTTPrequest.5.1")


    'I figured out that you have to POST authentication string to the main website address not to the direct file address
    WHTTP.Open "POST", mainUrl, False 'WHTTP.Open "POST", fileUrl, False

    WHTTP.SetRequestHeader "Content-Type", "application/x-www-form-urlencoded"
    WHTTP.Option(Option_SSLErrorIgnoreFlags) = SslErrorFlag_Ignore_All

    On Error Resume Next
    WHTTP.Send strAuthenticate
    If Err.Number <> 0 Then
        MsgBox Err.Number & ": " & Err.Description
        Exit Sub
    End If

    'Then you have to GET direct file url
    WHTTP.Open "GET", fileUrl, False
    WHTTP.Send

    FileData = WHTTP.ResponseBody
    Set WHTTP = Nothing

    'Save the file
    FileNum = FreeFile
    Open filePath For Binary Access Write As #FileNum
        Put #FileNum, 1, FileData
    Close #FileNum

    MsgBox "File has been saved!", vbInformation, "Success"

End Sub