want to download data from URL which is stored in notepad

There is nothing wrong with that it works fine, i just ran that from my machine with no issues or errors. You should always wrap your code in a try catch

Are you inputting the URL to download from?

whats the url?

You gonna need to look into this as well,

http://msdn.microsoft.com/en-us/library/bx149a0k.aspx

Dim myDatabuffer As Byte() = myWebClient.DownloadData(remoteUrl)

Your going to need to create the file you downloaded now,

http://msdn.microsoft.com/en-us/library/bx149a0k.aspx

that should help, i am assuming you were able to get the download to work once you entered a valid URL?

Again this worked fine for me, i didnt receive the error you said you were getting.

The code sample you provided is from the first link i gave you. Its not a forum its a console application. I literally copied and pasted you code sample and ran it. I dont know what your project is but your question was how to download a file, now you know how. Your getting the data in a Byte array, your going to have to use that to create your file and save it where you need to.

This link will show you how to use a BinaryWriter - http://msdn.microsoft.com/en-us/library/bx149a0k.aspx to create your file from your downloaded data.

So you'll need a text box (So the user can enter the URL) and a button (To tell your program to download). You shouldnt have to much of an issue its drag and drop from your tool box. The once the user submits the URL use the code you have pasted, with out the Console commands download the file into your Byte array and use the BinaryWriter to create and save your file.

No problem, feel free to accept the solution :-)

If you run into any specific problems I encourage you to post another question.

try
{
Console.Write("Please enter a Url(for example, https://www.google.co.in/search?hl=en&site=imghp&tbm=isch&source=hp&biw=1366&bih=667&q=google&oq=google&gs_l=img.3..0l10.1924.2703.0.2878.6.4.0.2.2.0.163.499.1j3.4.0...0.0...1ac.1.8.img.V1_lpJs3wG4#imgrc=_6DUmv5JQJ6U7M%3A%3BdSaEq8bGAbs38M%3Bhttp%253A%252F%252Fwww.technobuffalo.com%252Fwp-content%252Fuploads%252F2012%252F12%252FGoogle-Apps.jpeg%3Bhttp%253A%252F%252Fwww.technobuffalo.com%252F2012%252F12%252F07%252Fgoogle-to-drop-free-version-of-google-apps-for-businesses%252F%3B1440%3B720): ");
string remoteUrl = Console.ReadLine();
// Create a new WebClient instance.
WebClient myWebClient = new WebClient();
// Download the home page data.
Console.WriteLine(("Downloading " + remoteUrl));
// DownloadData() method takes a 'uriRemote.ToString()' and downloads the Web resource and saves it into a data buffer.
byte[] myDatabuffer = myWebClient.DownloadData(remoteUrl);

// Display the downloaded data.
string download = Encoding.ASCII.GetString(myDatabuffer);
Console.WriteLine(download);

Console.WriteLine("Download successful.");
}
catch (Exception ex)
{
Console.WriteLine(ex.ToString());
}

Nope sorry its in C#, thats what i am developing in at the moment.
This is an online tool that will convert the code for you,
http://www.developerfusion.com/tools/convert/csharp-to-vb/

There are alot of examples you can find with a quick google search, i havent used these at all. You could always post another question on this site aswell good luch !