title: NSIS file downloader
body: <p>I need NSIS script witch  download file from the internet and execute it.
  I've read many examples but I still don't understand how to do it. For example </p>
  
  <pre><code>NSISdl::download http://www.domain.com/file localfile.exe 
      Pop $R0 ;Get the return value 
        StrCmp $R0 "success" +3 
        MessageBox MB_OK "Download Failed: $R0" 
        Quit
  </code></pre>
  
  <p>$R0 contains information about installation process ("cancel" or "success"). But I don't understand what the "localfile.exe" is?
  In what part of program I need write this code(section or function)?</p>