Downloading multiple files from Internet

Hi All,

I got the below code, from this site which downloads only one file at one go. I want the macro which will download multiple files from a list of links reflecting in a list box. I have created a userform which has a listbox which gets populated with all download links from where I want to download files. I need the help to implement the below code into my attached download tool userform.

Private Declare Function URLDownloadToFile _
  Lib "urlmon.dll" _
    Alias "URLDownloadToFileA" _
      (ByVal pCaller As Long, _
       ByVal szURL As String, _
       ByVal szFileName As String, _
       ByVal dwReserved As Long, _
       ByVal lpfnCB As Long) As Long
  
Sub DownloadFilefromWeb()

  Const E_OUTOFMEMORY As Long = &H8007000E
  Const E_DOWNLOAD_FAILURE As Long = &H800C0002
  
  Dim InitialName As String
  Dim Msg As String
  Dim RegExp As Object
  Dim RetVal As Long
  Dim SaveName As String
  Dim SavePath As String
  Dim URL As String
  
    URL = InputBox("Enter the download URL below.", "Download from Internet")
    If URL = "" Then Exit Sub
    
    Set RegExp = CreateObject("VBScript.RegExp")
      RegExp.IgnoreCase = True
      RegExp.Pattern = "^(.*\/)(.+)$"
      InitialName = RegExp.Replace(URL, "$2")
    Set RegExp = Nothing
      
    If InitialName = "" Or InitialName = URL Then
      MsgBox "Error - Missing File Name"
      Exit Sub
    End If

    SavePath = Application.GetSaveAsFilename(InitialName)
    If SavePath = "" Then Exit Sub
    
    RetVal = URLDownloadToFile(0&, URL, SavePath, 0&, 0&)

    Select Case RetVal
      Case 0
        Msg = "Download Successful"
      Case E_OUTOFMEMORY
        Msg = "Error - Out of Mmemory"
      Case E_DOWNLOAD_FAILURE
        Msg = "Error - Bad URL or Connection Interrupted"
      Case Else
        Msg = "Unknown Error - " & RetVal
    End Select
    
    MsgBox Msg
    
End Sub

Thanks for your help in advance.