Inno Download Plugin

Inno Download Plugin is a plugin for Inno Setup, which allows you to download files as part of your installation.

Features:

Supports Unicode & ANSI Inno Setup versions
FTP, HTTP and HTTPS protocols
Configurable proxy settings
Multiple languages
Free (Zlib license)

Links:

Building from source

To build IDP from source, you need:

Win32 C++ compiler (tested with VC++ 2005 & gcc 4.9.1)
Lua to build documentation