This solution is based from this website: http://social.msdn.microsoft.com/Forums/en-US/bd0ee306-7bb5-4ce4-8341-edd9475f84ad/excel-2007-use-vba-to-download-save-csv-from-url
It is slightly modified to overwrite existing file and to pass along login credentials.
Sub DownloadFile()
Dim myURL As String
myURL = "https://YourWebSite.com/?your_query_parameters"
Dim WinHttpReq As Object
Set WinHttpReq = CreateObject("Microsoft.XMLHTTP")
WinHttpReq.Open "GET", myURL, False, "username", "password"
WinHttpReq.send
If WinHttpReq.Status = 200 Then
Set oStream = CreateObject("ADODB.Stream")
oStream.Open
oStream.Type = 1
oStream.Write WinHttpReq.responseBody
oStream.SaveToFile "C:\file.csv", 2 ' 1 = no overwrite, 2 = overwrite
oStream.Close
End If
End Sub