Here is an example
private void button1_Click(object sender, EventArgs e)
{
WebRequest objReq = WebRequest.Create("http://www.martinfowler.com/ieeeSoftware/patterns.pdf");
WebResponse objResp = objReq.GetResponse();
Stream objStream = objResp.GetResponseStream();
StreamReader reader = new StreamReader(objStream,Encoding.ASCII);
FileStream fStream = new FileStream("Test.pdf", FileMode.Create);
StreamWriter writer=new StreamWriter(fStream);
writer.Write(reader.ReadToEnd());
objStream.Close();
reader.Close();
writer.Close();
fStream.Close();
}