To remotely download a file add !1 before the internet file and path you wish to download.
if run with /client then your message would be !1http:\\www.domain.com\myfile.zip
from command line the saeme process applies
ie.: rmsg.exe 192.168.1.2 “!1http:\\www.domain.com\myfile.zip”
Because it will use http protocol to download the file, many anti-virus will attempt to block certain kind of files. To bypass it downloads the file as download.dat in temp directory. To remotely call the file you need to use %temp%\download.dat if the default settings are not in use in the remote machine or the active user has no rights over temp dir but uses his profile temp instead.