Why not using the System.Net.WebClient?
e.g.
var webClient = new WebClient();
webClient.DownloadFile(new Uri("http://www.google.de//images/branding/googlelogo/2x/googlelogo_color_272x92dp.png"), @"c:\temp\google.png");
will download the Google logo and save it as google.png on your hard drive without asking any questions.