Grab url from dowload dialog box

This appears to be a simple project but is more difficult than it appears and desire previous experience in the exact same project if possible. Need to automatically grab the url of the active download dialog window in Internet Explorer and Firefox after the user clicks a download file link and save it as a string and close the active download dialog window if possible. It must grab the download dialog url and not just a browser url. Respond with sample project with source code that can be run in Visual Studio 2008 with Visual basic code. Project should work with IE7 and up.