File command

I'm using the file command, which reads an entire file and sticks it into an array. I'm trying to read a file from mp3.com, and what I get back is basically that the connection is refused. Doesn't it just load it up like any browser would load it? Is there an equivalent command that wouldn't try to make a connection, but would just request the file like any browser would and then load it that way? I've also tried the fopen command, and I get the same results.