Downloading CSV to database?

Question

Hi there!

I am creating an finance application for the pocket pc(windows mobile sdk6),with C#.

Anyway,I want to download stock prices from yahoo finance and save them directly to a database.The files are downloaded in CSV format,eg:

http://finance.yahoo.com/d/quotes.csv?s=XOM+BBDb.TO+JNJ+MSFT&f=snd1l1yr

Theres loads of examples online of how to import a .CSV file to a database,but how can I import the information directly,without having to reference a physical file saved on the c drive?

Any help is greatly appreciated!!!

Thanks!