The second approach is the standard way of using Internet resources using WinINet, a part of Windows API. I have used it a lot, and it has always worked well. The first approach I have never tried. (Neither is "very complicated". There will always be a few additional steps when using the Windows API.)
If you want a very simple method, you could simply call UrlMon.URLDownloadToFile
. You will not get any fine control (at all!) about the download, but it is very simple.
Example:
URLDownloadToFile(nil,
'http://www.rejbrand.se',
PChar(ExtractFilePath(Application.ExeName) + 'download.htm'),
0,
nil);
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