URLDownloadToFile Error(0x80004004) in IDownloadManager::Download

I made custom downloader of IE using IDownloader Interface and URLDownloadToFile method. But URLDownloadToFile return 0x80004004 error code. I wonder! what's wrong in source code?

reference : http://social.msdn.microsoft.com/Forums/en/iewebdevelopment/thread/3fbcea06-4e69-4504-82e0-f4786368a5e2

STDMETHODIMP CDownloader::Download(IMoniker* pmk,  
        IBindCtx* pbc,  
        DWORD dwBindVerb,  
        LONG grfBINDF,  
        BINDINFO* pBindInfo,  
        LPCOLESTR pszHeaders,  
        LPCOLESTR pszRedir,  
        UINT uiCP )  
{ 
    LPOLESTR sDisplayName; 
    pmk->GetDisplayName(NULL, NULL, &sDisplayName);
    HRESULT hr = URLDownloadToFile(NULL, sDisplayName, L"C:\\downloaded.exe", 0, NULL);
    return S_OK;
}

This is an error code for E_ABORT, so it looks like your download operation was aborted

From MSDN:

"The download operation can be canceled by returning E_ABORT from any callback"

but since your callback is NULL, it is probably caused by some other problem.