You could use the WinINet API like this:
uses WinInet;
function GetUrlContent(const Url: string): string;
var
NetHandle: HINTERNET;
UrlHandle: HINTERNET;
Buffer: array[0..1024] of Char;
BytesRead: dWord;
begin
Result := '';
NetHandle := InternetOpen('Delphi 5.x', INTERNET_OPEN_TYPE_PRECONFIG, nil, nil, 0);
if Assigned(NetHandle) then
begin
UrlHandle := InternetOpenUrl(NetHandle, PChar(Url), nil, 0, INTERNET_FLAG_RELOAD, 0);
if Assigned(UrlHandle) then
{ UrlHandle valid? Proceed with download }
begin
FillChar(Buffer, SizeOf(Buffer), 0);
repeat
Result := Result + Buffer;
FillChar(Buffer, SizeOf(Buffer), 0);
InternetReadFile(UrlHandle, @Buffer, SizeOf(Buffer), BytesRead);
until BytesRead = 0;
InternetCloseHandle(UrlHandle);
end
else
{ UrlHandle is not valid. Raise an exception. }
raise Exception.CreateFmt('Cannot open URL %s', [Url]);
InternetCloseHandle(NetHandle);
end
else
{ NetHandle is not valid. Raise an exception }
raise Exception.Create('Unable to initialize Wininet');
end;
source: http://www.scalabium.com/faq/dct0080.htm
The WinINet API uses the same stuff InternetExplorer is using so you also get any connection and proxy settings set by InternetExplorer for free.