There is a great number of possibilities to do this in Ruby (just to mention a few: standard net/http, curb, mechanize, rio etc.). I have chosen a semi-standard way (=no need to learn new syntax, but definitely simpler than net/http): open-uri.

require 'open-uri'

open('target.file','w') {|f| f.write open("my.url.com/source.file", :http_basic_authentication=>['ueser', 'pass']) }

I am using Ruby for more than 2 years already but it’s succinctness still keeps me amazed!