Need to download multiple files one at a time with progress in

I am using with .net4. I need to download multiple files, but one at a time with download progress. I tried using downloadfile and downloadfileasync, but I must be doing something wrong, because the second file always sits at 0kb. It needs to be fairly simple.

Thank You.
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vax2010Author Commented:
That first link was excellent, was looking around for something like that, but was not able to find. Thanks.
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