Just for those interested you can avoid writing custom function by passing NULL as last parameter (if you do not intend to do extra processing of returned data).
In this case default internal function is used.
Details
http://curl.haxx.se/libcurl/c/curl_easy_setopt.html#CURLOPTWRITEDATA
Example
#include <stdio.h>
#include <curl/curl.h>
int main(void)
{
CURL *curl;
FILE *fp;
CURLcode res;
char *url = "http://stackoverflow.com";
char outfilename[FILENAME_MAX] = "page.html";
curl = curl_easy_init();
if (curl)
{
fp = fopen(outfilename,"wb");
curl_easy_setopt(curl, CURLOPT_URL, url);
curl_easy_setopt(curl, CURLOPT_WRITEFUNCTION, NULL);
curl_easy_setopt(curl, CURLOPT_WRITEDATA, fp);
res = curl_easy_perform(curl);
curl_easy_cleanup(curl);
fclose(fp);
}
return 0;
}