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Automatic Program script
You haven't given us a lot of information to work with there man.
Anyway, if it's a static url ie : http://www.site.com/downloads/file.xxx
Using Python 2+
import urllib urllib.urlretrieve ("url", "file.xxx")
Using Python 3+
import urllib.request urllib.request.urlretrieve("url", "file,xxx")
Or using wget:
import wget wget.download('url')
Or if the link changes and is embedded in a webpage:
Send a GET request to the page where the link is. Search the returned html for the correct href tag containing the link. Open the link via one of the above.