Downloading data in a dedicated virtual machine

Embodiments of the invention enable any request to download data to a computer system to be performed such that the requested data is stored in a dedicated virtual machine. A request to transfer data from an external location to the computer system is received. The request may originate from a process in a virtual machine or a host operating system. A connection with the external location using parameters identified in the request. The request is performed by transferring the data from the external location to a dedicated virtual machine which does not have access to the file system and cannot persistently store data on the computer system. One or more dedicated virtual machines may be instantiated as needed. A single dedicated virtual machine may accommodate multiple downloads concurrently.