I got it the way below using DDL IMPORT 
 /// <summary>
    /// The URLMON library contains this function, URLDownloadToFile, which is a way
    /// to download files without user prompts.  The ExecWB( _SAVEAS ) function always
    /// prompts the user, even if _DONTPROMPTUSER parameter is specified, for "internet
    /// security reasons".  This function gets around those reasons.
    /// </summary>
    /// <param name="pCaller">Pointer to caller object (AX).</param>
    /// <param name="szURL">String of the URL.</param>
    /// <param name="szFileName">String of the destination filename/path.</param>
    /// <param name="dwReserved">[reserved].</param>
    /// <param name="lpfnCB">A callback function to monitor progress or abort.</param>
    /// <returns>0 for okay.</returns>
    [DllImport("urlmon.dll", CharSet = CharSet.Auto, PreserveSig = false)]
    private static extern void URLDownloadToFile(
        [MarshalAs(UnmanagedType.IUnknown)] object pCaller,
        [MarshalAs(UnmanagedType.LPTStr)] string szURL,
        [MarshalAs(UnmanagedType.LPTStr)] string szFileName,
        Int32 dwReserved,
        IntPtr lpfnCB);
URLDownloadToFile(null, cidade_municipio + @"FormRelNFSe.aspx?tipo=emitirrelatorio&MostrarRel=false&idRec=verificarnfse&IdNotaEletronica=" + nfs + "&Expiration=23032015031453&Verificador=" + j, txtSalvar.Text +"\\"+nfs.ToString() + "_" + j.ToString() + ".pdf", 0, IntPtr.Zero);
							
							
						 
What do you call "PDF embebed"? Try to show your situation better.
– Maniero
PDF embed is a pdf file that opens in the browser and does not have the PDF extension, usually in aspx pages, unfortunately I can not post the link because it seems that is not allowed
– Mr.GMSOFT
Show an example. Show what you did.
– Maniero
is in the opening body of this Thread as I am doing: "Webbrowser.Showsaveasdialog();"
– Mr.GMSOFT
http://meta.pt.stackoverflow.com/a/1911/101
– Maniero