Importing CSV file with URL using DTS?

I need to be able to create a DTS package that imports a CSV file which is loated at URL. I.E. HTTP://www.url.com/csv/thefile.xls I tried copying the URL an pasting it in the file location when in SQL wazird but I got an error message.

Please help point me to anywhere that I can find some help in doing this? If there is a better way please let me know

ThanksI would post this in the SQL Server Integration Services forum instead of this one. Also, to get a quicker response, please detail exact steps you took to hit the problem, as well as display the exact error message you got.