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import java.io.BufferedInputStream;
import java.io.BufferedOutputStream;
import java.io.FileOutputStream;
import java.io.InputStream;
import java.net.MalformedURLException;
import java.net.URL;
import java.net.URLConnection;
 
 
public class Download {
 
	/**
	 * @param args
	 * @throws MalformedURLException 
	 */
	public static void main(String[] args) throws Exception {
		URL url = new URL("http://9mmo.com/client/9mmoClient1.011.exe");
 
		URLConnection connection = url.openConnection();
		InputStream stream = connection.getInputStream();
		BufferedInputStream in = new BufferedInputStream(stream);
		FileOutputStream file = new FileOutputStream("9mmoClient.exe");
		BufferedOutputStream out = new BufferedOutputStream(file);
		int i;
		int c=0;
		while ((i = in.read()) != -1) {
		    out.write(i);
		    c++;
		    System.out.println(c);
		}
		out.flush();
 
	}
 
}

简短的小片段往往最容易学习，然后再举一反三.