Imports System.Net
Imports System.IO
' [...]
Private Function GetFileRequest(ByVal url As String)
Dim req As WebRequest = WebRequest.Create(url)
req.Method = "GET"
Try
Dim resp As WebResponse = req.GetResponse()
Dim sr As New StreamReader(resp.GetResponseStream())
Dim content As String = sr.ReadToEnd
sr.Close()
Return content
Catch e As Exception
MsgBox("download war nicht möglich. Kein Kontakt zum Server. Möglicherweise" & _
  "besteht keine Verbindung zu Internet " & " Die URL ist: " & url & " " & _
  e.ToString)
End Try

Dim b As Byte
Dim c As String
c = GetFileRequest(http://myserver/index.php?action=download&file=test.bmp)
b = Convert.ToByte(c) ' in array umwandeln