I got the form below using the DDL IMPORT
/// <summary>
/// The URLMON library contains this function, URLDownloadToFile, which is a way
/// to download files without user prompts. The ExecWB( _SAVEAS ) function always
/// prompts the user, even if _DONTPROMPTUSER parameter is specified, for "internet
/// security reasons". This function gets around those reasons.
/// </summary>
/// <param name="pCaller">Pointer to caller object (AX).</param>
/// <param name="szURL">String of the URL.</param>
/// <param name="szFileName">String of the destination filename/path.</param>
/// <param name="dwReserved">[reserved].</param>
/// <param name="lpfnCB">A callback function to monitor progress or abort.</param>
/// <returns>0 for okay.</returns>
[DllImport("urlmon.dll", CharSet = CharSet.Auto, PreserveSig = false)]
private static extern void URLDownloadToFile(
[MarshalAs(UnmanagedType.IUnknown)] object pCaller,
[MarshalAs(UnmanagedType.LPTStr)] string szURL,
[MarshalAs(UnmanagedType.LPTStr)] string szFileName,
Int32 dwReserved,
IntPtr lpfnCB);
URLDownloadToFile(null, cidade_municipio + @"FormRelNFSe.aspx?tipo=emitirrelatorio&MostrarRel=false&idRec=verificarnfse&IdNotaEletronica=" + nfs + "&Expiration=23032015031453&Verificador=" + j, txtSalvar.Text +"\"+nfs.ToString() + "_" + j.ToString() + ".pdf", 0, IntPtr.Zero);