Is there anyway that I could import the data (csv file) directly from the internet to SQL Server 2008?
Or must I download the file to the computer first, then import later?
No, you can't import CSV file into SQLServer from URLs as source, the only valid path are:
local path from the server on which SQLServer is running
BULK INSERT CsvTable FROM 'C:\\CsvFile.csv' WITH (FIELDTERMINATOR = ',', ROWTERMINATOR = '\\n')
a remote file, specify the UNC name
BULK INSERT CsvTable FROM '\\\\ServerName\\ShareName\\Path\\CsvFile.csv' WITH (FIELDTERMINATOR = ',', ROWTERMINATOR = '\\n')
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