I want to download multiple files (mostly images) from VB6 application. presently i m using URLDownloadToFile but it allows only one file at a time and there is no progress
You want to download the file asynchronously, so that your VB code continues executing while the download happens. There is a little-known way to do this with native VB6, using the AsyncRead method of UserControl and UserDocument objects - no need for API calls.
Here's an excellent explanation and VB6 code for multiple simultaneous downloads, from the renowned VB6 guru Karl Peterson. The AsyncReadProgress event gives you the BytesRead and BytesMax, which will allow you to display a progress bar.