Saving a Web Page Into A Single File

#import "c:\program files\common files\system\ado\msado15.dll" _
        no_namespace rename("EOF", "EndOfFile")
#import  no_namespace rename("EOF", "EndOfFile")

...

void SaveWholePage(LPCTSTR page_url,LPCTSTR save_filename)
{
   CoInitialize(NULL);
   {
      IMessagePtr       iMsg(__uuidof(Message));
      IConfigurationPtr iConf(__uuidof(Configuration));
      iMsg->Configuration = iConf;
      try
      {
         iMsg->CreateMHTMLBody(
            page_url, 
            cdoSuppressNone,
            "domain\\username",
            "password");
      }
      catch(_com_error err)
      {
         // handle exception
      }   
      _StreamPtr pStream=iMsg->GetStream();
      pStream->SaveToFile( save_filename,
                           adSaveCreateOverWrite);
   }
   CoUninitialize();
}

Sample Usage:

SaveWholePage("http://www.zaobao.com/gj/zg002_050203.html",
              "test.mht");

Sample program is not provided, since you can create it on your own and copy & paste the above code snippet into your project.