I'm running some VBA to D/L some files (.csv files) from a web page/site.  Works fine, except when the file doesn't exist.  Thing is, I don't know if the file exists or not when I attempt to D/L it.

I'm using Workbook.open ("www.thewebpage.com/fileX.csv")...

which works fine until it hits the case where it can't find the file.  Excel then pops a message saying effectively "Can't find the file dummy!"  Of course, I want to automate this, as there's lot's of files to D/L.  When this error occurs, how can I deal with it such that the VBA handles it and goes on to the next filename (that does exist) smoothly?

Thanks!

Handle the opening of the file in a different routine.

Example:
------------------------------------------------------------------
Private Sub YourSub

  Dim oSource As Worksheet, sFile As String, sSource_Path As String, bHave_File As Boolean
  'All your previous code prior here
  Do While YourCriteria = True 'Whatever you are using to loop through each one.
    bHave_File = TryOpen(sSourcePath & "/" & sFile) 'Assumes that sSourcePath doesn't end with a '/' already.
    If bHave_File Then
      Set oSource = Workbooks(sFile).Activesheet
      'Your processing of open workbook
      Workbooks(sFile).Close 'Add any appropriate switches desired, I'd suggest explicitly telling it not to save
      sFile = NextFileName 'Whatever method you're determining next file name by
    End If
  Loop
  'Any other out of loop processing

End Sub

Private Function TryOpen(sPassed As String) As Boolean

'Tries to open file, returning true if successful
  On Error Goto TryOpenFailed
    Workbook.Open Filename:=sPassed
  On Error Goto 0
  TryOpen = True
TryOpenFailed:

End Function
------------------------------------------------------------------

Hope this helps.