I'd try a combination of the Application.Wait and a loop to check to see if the 
download file is ready.

Depending on file size, I'd probably check the size of the download file.
then wait for 5 seconds, and check again.
If the file size changes, then wait again until the file size no longer 
changes, then break out of the loop.

Like:
 Sub FileCheck()
    Dim Loopcnt
    Dim fName, fPath, fSource
    Dim fso, f, LastSize
    Dim FileFlag As Boolean
    fName = "C:\temp\VBA\TestFile.txt"
    LastSize = 0
    FileFlag = False
    Set fso = CreateObject("Scripting.FileSystemObject")
    For Loopcnt = 1 To 1000
        If (fso.fileexists(fName)) Then
            Set f = fso.getfile(fName)
            If (LastSize = f.Size) Then
                FileFlag = True
                Exit For
            Else
                LastSize = f.Size
            End If
        End If
        Application.Wait Now() + TimeValue("00:00:05")
    Next Loopcnt
    If (Not FileFlag) Then
        MsgBox "Loop Count exceeded without identifying File"
    Else
        MsgBox "File Size = " & Format(LastSize, "###,###,###,###") & " after " 
& Loopcnt & " iterations"
    End If
End Sub


Paul
-----------------------------------------
“Do all the good you can,
By all the means you can,
In all the ways you can,
In all the places you can,
At all the times you can,
To all the people you can,
As long as ever you can.” - John Wesley
-----------------------------------------


 From: Sukanta Datta <datta.sukant...@gmail.com>
>To: excel-macros@googlegroups.com 
>Sent: Tuesday, June 10, 2014 10:09 AM
>Subject: $$Excel-Macros$$ How to pause the Excel VBA macro at certain point 
>and then start again
>  
>
>
>I am trying to automate metrics collection. My macro is downloading data from 
>an Internet Application. Then I use that data to generate metrics. When I run 
>the macro in break mode (line by line execution) it works fine but when I take 
>out the break it does not work. I think the problem is that Internet 
>Application takes few minutes to generate the file and my macro runs beyond 
>that point so it does not Set the workbooks properly. I tried to slow it down 
>with Application.Wait command but then the Internet File generation wait until 
>my timeer is over. I tried to loop it until I find the file in in the Internet 
>download Teamporary director but the application hangup and I have to kill the 
>process to start over. Can somebody tell me how can I stop executing my macro 
>in a certain point but that will not stop generating the Internet Application 
>down load file.
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Are you =EXP(E:RT) or =NOT(EXP(E:RT)) in Excel? And do you wanna be? It’s 
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