Visual Basic 6 - Internet Explorers Ocx - Download To Specific Location

In Visual basic 6 you can reference files (in tihs situation Internet Controllers) can be referenced into your software... what i'm wanting is whenever a file is asked to be downloaded (See Attachment) INSIDE MY SOFTWARE this is just internet explorer but i know you can capture objects in visual basic. it will check for? 1 things the extension of the file (PDF is what i'm looking to attract) then if it is a pdf file it will transfer it too [login to view URL] & "\Contracts\[login to view URL]" Thanks!