You can do it in an activex script in a DTS package like this:

Function Main()

Set socket = CreateObject("MSXML2.ServerXMLHTTP.4.0")

socket.setTimeouts 300000, 300000, 350000, 350000

socket.Open "GET", "http://www.cnb.cz/cs/financni_trhy/devizovy_trh/kurzy_devizoveho_trhu/denni_kurz.txt?", False

socket.send

Set fso = CreateObject("scripting.filesystemobject")

Set myfile = fso.createtextfile("c:\denni_kurz.txt", True)

myfile.write socket.responsetext

Main = DTSTaskExecResult_Success

End Function