WebClient client = new WebClient();

第一种

string URLAddress = @"http://files.cnblogs.com/x4646/tree.zip";

string receivePath=@"C:\";

client.DownloadFile(URLAddress, receivePath + System.IO.Path.GetFileName(URLAddress));

就OK了。

第二种

　Stream str = client.OpenRead(URLAddress);

   StreamReader reader = new StreamReader(str);

   byte[] mbyte = new byte[];

   int allmybyte = (int)mbyte.Length;

   int startmbyte = ;

   while (allmybyte > )

   {

    int m = str.Read(mbyte, startmbyte, allmybyte);

    if (m == )

     break;

    startmbyte += m;

    allmybyte -= m;

   }

   reader.Dispose();

   str.Dispose();

   string path = receivePath + System.IO.Path.GetFileName(URLAddress);

   FileStream fstr = new FileStream(path, FileMode.OpenOrCreate, FileAccess.Write);

   fstr.Write(mbyte, , startmbyte);

   fstr.Flush();

   fstr.Close();