Hi Ashish,
with the vb script you are using SAP Gui Scripting API to automate your task, right?
The popup which you are stuck at unfortunately Comes from Windows, not from SAP Gui. Thus it is a screen which is not automatable by SAP Gui Scripting API.
Completely different option of mass-downloading eCATT scripts is to use rfc function module ECATT_DOWNLOAD_OBJECTS.
Best regards
Jens