Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As _
  System.EventArgs) Handles Button1.Click
        ProgressBar1.Visible = True
        Me.Cursor() = Cursors.WaitCursor
 
        ' WebClient-Objekt erzeugen
        Dim wc As System.Net.WebClient = New System.Net.WebClient
        'was soll runtergeladen werden
        Dim f As String = "url"
        'wo soll der file gespeichert werde
        Dim s As String = "file.txt"
 
        ' Datei per WebClient herunterladen und lokal abspeichern
        Try
            wc.DownloadFile(f, s)
        Catch ex As Exception
            MessageBox.Show(ex.Message)
        End Try
 
        Me.Cursor() = Cursors.Default
        ProgressBar1.Visible = False
 
    End Sub