package net.codejava.networking;
 
import java.io.File;
import java.io.FileOutputStream;
import java.io.IOException;
import java.io.InputStream;
import java.net.HttpURLConnection;
import java.net.URL;
 
/**
 * A utility that downloads a file from a URL.
 * @author www.codejava.net
 *
 */
public class HttpDownloadUtility {
    private static final int BUFFER_SIZE = 4096;
 
    /**
     * Downloads a file from a URL
     * @param fileURL HTTP URL of the file to be downloaded
     * @param saveDir path of the directory to save the file
     * @throws IOException
     */
    public static void downloadFile(String fileURL, String saveDir)
            throws IOException {
        URL url = new URL(fileURL);
        HttpURLConnection httpConn = (HttpURLConnection) url.openConnection();
        int responseCode = httpConn.getResponseCode();
 
        // always check HTTP response code first
        if (responseCode == HttpURLConnection.HTTP_OK) {
            String fileName = "";
            String disposition = httpConn.getHeaderField("Content-Disposition");
            String contentType = httpConn.getContentType();
            int contentLength = httpConn.getContentLength();
 
            if (disposition != null) {
                // extracts file name from header field
                int index = disposition.indexOf("filename=");
                if (index > 0) {
                    fileName = disposition.substring(index + 10,
                            disposition.length() - 1);
                }
            } else {
                // extracts file name from URL
                fileName = fileURL.substring(fileURL.lastIndexOf("/") + 1,
                        fileURL.length());
            }
 
            System.out.println("Content-Type = " + contentType);
            System.out.println("Content-Disposition = " + disposition);
            System.out.println("Content-Length = " + contentLength);
            System.out.println("fileName = " + fileName);
 
            // opens input stream from the HTTP connection
            InputStream inputStream = httpConn.getInputStream();
            String saveFilePath = saveDir + File.separator + fileName;
             
            // opens an output stream to save into file
            FileOutputStream outputStream = new FileOutputStream(saveFilePath);
 
            int bytesRead = -1;
            byte[] buffer = new byte[BUFFER_SIZE];
            while ((bytesRead = inputStream.read(buffer)) != -1) {
                outputStream.write(buffer, 0, bytesRead);
            }
 
            outputStream.close();
            inputStream.close();
 
            System.out.println("File downloaded");
        } else {
            System.out.println("No file to download. Server replied HTTP code: " + responseCode);
        }
        httpConn.disconnect();
    }
}

package net.codejava.networking;
 
import java.io.IOException;
 
public class HttpDownloader {
 
    public static void main(String[] args) {
        String fileURL = "http://jdbc.postgresql.org/download/postgresql-9.2-1002.jdbc4.jar";
        String saveDir = "E:/Download";
        try {
            HttpDownloadUtility.downloadFile(fileURL, saveDir);
        } catch (IOException ex) {
            ex.printStackTrace();
        }
    }
}

Referência