Transfer Files From Server to Drupal Using URL

I'd like to know whether or not there is a way to upload images (or files in general) from a certain server to my Drupal site, by inserting the url of the image/file.

The proposed steps:

1. URL field: enter url of image / file
2. Click upload
3. The image/file is transferred from that site to my site's server (not just embedded in my content)

I'd really appreciate help in this matter, it works fine with WYSIWYG editors but they tend to kind of embed the image in the content, I want to have it on my server.

thanks