url-in-rhino.js

var
    
    // path to something you want to download
    path = "http://something/you/want/to/download",
    
    // file you want to save it as
    file = new java.io.File( "path/to/somewhere/local" ),
    
    // create URL object and establish connection
    url = new java.net.URL(path),
    conn = url.openConnection(),
    
    // input and output streams
    bis = new java.io.BufferedInputStream(conn.inputStream),
    out = new java.io.BufferedOutputStream(
        new java.io.FileOutputStream(file)
    ),
    
    // buffer to hold next read chunk and number of bytes read in chunk
    buf = java.lang.reflect.Array.newInstance(java.lang.Byte.TYPE, 4096),
    n = 0;
    
// read bytes until end of input, writing to buffer
while ((n = bis.read(buf, 0, buf.length)) != -1) {
    out.write(buf, 0, n);
}

// flush output and close streams
out.flush();
bis.close();
out.close();