How to download file from internet in java

I have a problem when I want to download file from internet in java. I try to used something like this:

    String stringUrl = "http://imageshack.us/a/img841/7762/formd.png";    File file = new File("");               try {            URL url = new URL(stringUrl);            FileUtils.copyURLToFile(url, file);        }

but I got an I/O exception.What is the best way to download file from internet and put it into 'File' object?