Dim WithEvents client As New WebClient()
    Dim Uri As Uri = New Uri( _
      "http://www.longri.de/Downloads/3Dmovie_first_preview.exe")
    Private Sub Button2_Click(ByVal sender As System.Object, _
    ByVal e As System.EventArgs) Handles Button2.Click
        client.DownloadFile(Uri, "D:\TestDownload.exe")
    End Sub

client.Proxy = GlobalProxySelection.GetEmptyWebProxy

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Ein Programmierer ist eine Maschine die Koffein in Programmcode umwandelt!
Und Bier in Bug?s

May the source code be with you.