Use Android Query library, very cool indeed.You can change it to use ProgressDialog as you see in other examples, this one will show progress view from your layout and hide it after completion.
File target = new File(new File(Environment.getExternalStorageDirectory(), "ApplicationName"), "tmp.pdf");
new AQuery(this).progress(R.id.progress_view).download(_competition.qualificationScoreCardsPdf(), target, new AjaxCallback<File>() {
public void callback(String url, File file, AjaxStatus status) {
if (file != null) {
// do something with file
}
}
});