How do I download a file on the web to a .zip file

So I understand the fundamentals...

http://microsoft-ssis.blogspot.com/2011/05/download-source-file-from-website-with.html

How do I specify a .zip file to download to? Do I hard code within the C# Script?

// Download file and use the Flat File Connectionstring (D:\SourceFiles\Products.csv)
                // to save the file (and replace the existing file)
                myConnection.DownloadFile(Dts.Connections["myProductFile"].ConnectionString, true);