Download a file from given url

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C#4.0

I am trying to download a file from a web url using windows application

Below is the code that I used for downloading the file.

WebClient webClient = new WebClient();
webClient.DownloadFile("https://www.sample.com/downloads/test.tsv", @"C:\download\test.tsv");


I am unable to download the file. Below is the error message that I am getting.

Error Message:
Additional information: The underlying connection was closed: An unexpected error occurred on a send.


Please help me out with a sample code. It tried googling but no luck.

What I have tried:

WebClient webClient = new WebClient();
webClient.DownloadFile("https://www.sample.com/downloads/test.tsv", @"C:\download\test.tsv");