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download from websites (some of them in PHP/MySQL)

Hello you experts!
I want to make an application to download something from some web sites (zip, images) some of them built with PHP with databases (but the web masters of that site will provide me the password for MySQL db).
I know some Delphi (www.grivei.com) but I don't now much about database and internet in Delphi.

What I need is some guide line (not Delphi code) because I don't know where to start.
I want my application small (under 2Mb uncompressed) and compatible with as many system as posible.

What technology and VCL to use?
thanks
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fedra

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thank
how I will connect to the database?
is possible for my program to act like a web browser, to ask a file (just like a real user made a click on a link to ask a file) and the php server from that site to give me that file?

I will explain again what my program must do:
The user will input ONE word in my program. The program will search for a file that have that word in its name on 4-6 sites.
The site are diffrent (plain html, PHP, some JS). This is the problem. I must interact with that sites.
My program will show a list with the file it found.
The user will click a file to download.

For HTML sites, I think there must be a way to ask for a list of files on that site (like 'dir' in MSDOS or like you browse a site in Netscape with an incomplete path: www.site.com/images    -> see, there is no index.htm or other file in path)
For PHP site is must act like a browser to browse the site's pages (page that will be generated on the fly from PHP for every browser) or (I think) I can interact with PHP and MySQL.