Downloading and playing media file (DirectShowNet) at the same time

private void OpenAndPlay(string FileName, bool isURL)
{
.....
	IFileSourceFilter fs = ds_FileSourceFilter as IFileSourceFilter;
	if (isURL)
	{
		Thread thread = new Thread(new ThreadStart(DownloadToPlay));
		sTempLocalFilePath = Path.GetTempFileName();
		thread.Start();
		WaitFile = true;
		_waitFile.WaitOne();
		fs.Load(sTempLocalFilePath, null);
	}
	else
	{
		fs.Load(sFileName, null);
	}
.....
	hr = ds_GraphBuilder.Render(ds_FileSourceFilterOutput);
	DsError.ThrowExceptionForHR(hr);
.....
	_waitFile.Set();//after this "DownloadToPlay" thread back to work but file is blocked for writing
	WaitFile = false;
.....
}

private void DownloadToPlay()
{
	// Create a request to the file we are downloading
	HttpWebRequest webRequest = (HttpWebRequest)WebRequest.Create(sFileName);
	// Set default authentication for retrieving the file
	webRequest.Credentials = CredentialCache.DefaultCredentials;
	// Retrieve the response from the server
	HttpWebResponse webResponse = (HttpWebResponse)webRequest.GetResponse();
	Stream strResponse;
	// Open the URL for download 
	strResponse = webResponse.GetResponseStream();
	// It will store the current number of bytes we retrieved from the server
	int bytesSize = 0;
	// A buffer for storing and writing the data retrieved from the server
	byte[] downBuffer = new byte[64*1024];
	// Loop through the buffer until the buffer is empty
	Stream strLocal = new FileStream(sTempLocalFilePath, FileMode.Append, FileAccess.Write, FileShare.Read);
	while ((bytesSize = strResponse.Read(downBuffer, 0, downBuffer.Length)) > 0)
	{
		strLocal.Write(downBuffer, 0, bytesSize);
		if (WaitFile == true)
		{
			strLocal.Close();
			_waitFile.Set();
			_waitFile.WaitOne();
			strLocal = new FileStream(sTempLocalFilePath, FileMode.Append, FileAccess.Write, FileShare.Read);
		}
	}
	strLocal.Close();
	strResponse.Close();
	webResponse.Close();
	webRequest.Abort();
}