BDC for Internet Apps

I am trying to get a file from a company but the only way they will give it to me is for me to logon and go through the process online for getting the file. They will not FTP the file or put the file somewhere I can get it from them. Does anybody know of a way to create a "BDC" for internet applications? In other words create a job that goes to their website, logs on, clicks the file I need, and downloads it. Their support team mentioned something about WebMessage but I could not get any good results via an internet search.

Thanks in advance.

Mike