WebClient wc = new WebClient(); 
    wc.DownloadFile(Url, filePath);

------解决方案--------------------

C# code

WebClient   oWebClient   =   new   WebClient();//声明   
  oWebClient.DownloadFile("http://www.csdn.net/Images/logo_csdn.gif",   "d:\1.gif");//下载   
  oWebClient.Dispose();//释放

------解决方案--------------------

C# code
using System;
using System.Collections.Generic;
using System.Text;
using System.Security.Cryptography; 
namespace ConsoleApplication24
{
    class Program
    {
        static void Main(string[] args)
        {
            System.Net.WebClient wb = new System.Net.WebClient();
            byte[] b=wb.DownloadData("http://profile.csdn.net/johnwoo85/picture/2.jpg");
            System.IO.FileStream fs = new System.IO.FileStream(@"c:\aa.jpg", System.IO.FileMode.Create);
            fs.Write(b, 0, b.Length);
            fs.Close();
        }
       

    }
}