HTTP to FTP Direct Transfer

Is there a way to transload files directly via HTTP link directly to my FTP?

example:
http://cdl.wgstatic.com.s3.amazonaws.com/filename.exe to ftp://user.host.com/www

Directly, no, if you have a sending FTP server you can use FXP to FTP from server to server, but not transprotocol without downloading it and re-uploading it yourself.

IF you have shell / terminal access to the receiving server, you could ‘grab’ thef ile on there without going via FTP?