console app - download data from URL

H have the following code

byte[] response = new System.Net.WebClient().DownloadData(videoUrl);

However, Its not working as its in a console app and webException is being thrown
Does anyone know a better way to download a file(streamed video) into a object so I can then save to disk?
websssAsked:
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ste5anSenior DeveloperCommented:
The type of your project is irrelevant. But the exeception matters. Have you inspected it?

WebClient.DownloadData Method (String):
WebException
The URI formed by combining BaseAddress and address is invalid.
-or-
An error occurred while downloading data.
0
websssAuthor Commented:
Thanks ste5an

The error is
An exception occurred during a WebClient request.
0
websssAuthor Commented:
{System.NotSupportedException: The URI prefix is not recognized.
   at System.Net.WebRequest.Create(Uri requestUri, Boolean useUriBase)
   at System.Net.WebRequest.Create(Uri requestUri)
   at System.Net.WebClient.GetWebRequest(Uri address)
   at System.Net.WebClient.OpenRead(Uri address)}
0
ste5anSenior DeveloperCommented:
What URI do you use? Can you post it?

The prefix hint in the exception message means that you're using a schema which is not recognized. Maybe a typo.
0

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