how to download any file from the client computer without geting caught from the main server ?
Question not understood !!!!
As, What server u mean to say ?? Web Server from where u r downloading or ur Network server which share's Internet too give u (Client Computer) access to the internet !!!! ??
and about Hiding ... One may use Proxy to access that Site.......
and if u mean to hide ur download from Ur network sharing server, then in a normal simple workgroup network, u r already hidden
without any advance software or Group Policy implimention, its not possible see which client is accessing what
but if u want to Hide the Datause, that's not possible !!!