Problem with downloading images using URLDownloadToFile in vc++ [on hold]

The following function is taking a list of urls of images as parameter in the form of vector and the function I have used to download files is "URLDownloadToFile" but not a single time the images are downloaded--always same results "Unknown error".

void fun::update(vector<std::string>& list_url)
{

vector<std::string> res ;

HRESULT hr;
for(std::size_t i=0;i< list_url.size();i++)
{  
    res.push_back(list_url[i].substr( list_url[i].find_last_of("/") + 1 ));


 LPCTSTR    Url = (LPCTSTR)list_url[i].c_str();
 LPCTSTR    File =(LPCTSTR)res[i].c_str();


  hr = URLDownloadToFile(0, Url,File , 0, 0);


switch (hr)
{
    case S_OK:
        cout << "Successful download\n";
        break;
    case E_OUTOFMEMORY:
        cout << "Out of memory error\n";
        break;
    case INET_E_DOWNLOAD_FAILURE:
        cout << "Cannot access server data\n";
        break;
    default:
        cout << "Unknown error\n";
        break;
}
}

}

The function "URLDownloadToFile(0, Url,File , 0, 0)" is responsible for downloading the files.