How can I copy files from http:// to the local hard disk in C++, MFC or a .bat file

I have written the code below, based on the links given. It works, but I have the following problem. I want to copy all the files in the web address http://www.somedomain.net/, but I don't know their names. How can I use wildcards, or at least how can I diminish the timeout, so that when I try to download a file that does not exist, not to have a timeout after a too long period.
I am using
pSessionURL.SetOption(INTERNET_OPTION_CONNECT_TIMEOUT, 10);
to set the timeout, but it does not work. What I am doing wrong?

CStdioFile* pRemoteFile;
	FILE* pLocalFile;
	CInternetSession pSessionURL(L"URLSession");
	CString sURL;
		
	pRemoteFile = NULL;
	pLocalFile = NULL;
 
	pSessionURL.SetOption(INTERNET_OPTION_CONNECT_TIMEOUT, 10);
 
	pSessionURL.OpenURL(L"http://www.somedomain.net/somefile",1,NULL,NULL);
 
	pSessionURL.SetOption(INTERNET_OPTION_CONNECT_TIMEOUT, 10);
	pSessionURL.SetOption(INTERNET_OPTION_CONNECT_RETRIES, 1);
	pRemoteFile = pSessionURL.OpenURL(L"http://www.somedomain.net/somefile",1,INTERNET_FLAG_TRANSFER_BINARY, NULL,NULL);
	
	if (pRemoteFile != NULL)
	{
 
	if (( pLocalFile = fopen("localfilename" ,"wb")) != NULL) 
	{
		UINT dwActual = pRemoteFile->SeekToEnd();
 
		//calculate size of buffer based on whole file size
		char* pBuffer = (char*)calloc(sizeof(char),(dwActual));
 
		pRemoteFile->SeekToBegin();
		UINT lNumBytesRead = pRemoteFile->Read(pBuffer,dwActual);
 
		fwrite(pBuffer,dwActual,1,pLocalFile);
	}
 
	fclose(pLocalFile);
	delete pRemoteFile;
	}
	pSessionURL.Close();

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Since your trying to manipulate file like that you should have a look to the CFtpConnection class or, better, re-read the article about the FTP Client application.
http://msdn2.microsoft.com/en-us/library/hf9x9wb4(VS.80).aspx