Those two should do exactly the same, but only the first one works:
::download "http://www.xyplorer.com/tour/images/pfa.png", "xy-pfa.png";
::download "http://www.xyplorer.com/tour/images/pfa.png", "<curpath>\xy-pfa.png";
Second one gives an error because XY assumes it's a path name only, e.g. Target path "D:\Folder\xy-pfa.png\" does not exists
download broken with target path/file name
download broken with target path/file name
Proud XYplorer Fanatic