using System.Net;
private void Form1_Load_1(object sender, EventArgs e)
        {
     label21.Text = "Download in progress...";
            WebClient webClient = new WebClient();
     webClient.DownloadFileCompleted += new AsyncCompletedEventHandler(Completed);
     webClient.DownloadProgressChanged += new DownloadProgressChangedEventHandler(ProgressChanged);
     webClient.DownloadFileAsync(new Uri("http://www.somesite.com/Update/Updates.zip.010"), @"Updates.zip.010");
 }

private void ProgressChanged(object sender, DownloadProgressChangedEventArgs e)
        {
            progressBar1.Value = e.ProgressPercentage; //Progress Bar Handler
            label1.Visible = true;
            label1.Text = progressBar1.Value.ToString() + " %"; //Adds percent to a label
        }

private void Completed(object sender, AsyncCompletedEventArgs e)
        {
            label11.Visible = true;
            label11.Text = "Done";
        }