This is not a query but an unsolicited solution.
I've had to work out how to download ado files without direct access to the internet from within Stata.
This is how you do it for Stata 8 using internet explorer as your browser.
1) If you've never downloaded files like this before create a subdirectory on your c drive named c:/ado/plus
2) Go to http://econpapers.hhs.se/software (Boston College Department of Economics) using internet explorer.
3) Go to ado file you want to download, right click.
4) When menu appears, click 'save target as' and navigate to c:/ado/plus, click save.
5) Do the same with the help file.
6) To access the help, just type -help adofilename- in command window.
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* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
