While n < 17 'giusto per dirne uno
    DownloadFile("http://fantagazzetta.com/download.aspx?key=voti&g=" & n, "C:\FileVoti" & n & ".xls")
    n += 1
End While

Public Sub DownloadFile(url As String, toLocalPath As String)
  Dim result As Byte() = Nothing
  Dim buffer As Byte() = New Byte(4096) {}

  Dim wr As WebRequest = WebRequest.Create(url)

  Dim response As WebResponse = wr.GetResponse()
  Dim responseStream As Stream = response.GetResponseStream
  Dim memoryStream As New MemoryStream()

  Dim count As Integer = 0

  Do
    count = responseStream.Read(buffer, 0, buffer.Length)
    memoryStream.Write(buffer, 0, count)

    If count = 0 Then
      Exit Do
    End If
  Loop While True

  result = memoryStream.ToArray

  Dim fs As New FileStream(toLocalPath, FileMode.OpenOrCreate, FileAccess.ReadWrite)

  fs.Write(result, 0, result.Length)

  fs.Close()
  memoryStream.Close()
  responseStream.Close()
End Sub