This will have to be a two stage process, first download the file, then import it as normal.
Here are two methods fr downloading a file. The first one uses the HTTP connection manager, so the credentials would be set on there, but the second does it all in code.
Downloading a file over HTTP the SSIS way
HTTP Authenticatoin Download of File in SSIS to CSV file
http://www.sqlis.com | http://www.konesans.com