You can download files with the WebClient
class:
using System.Net;
using (WebClient client = new WebClient ()) // WebClient class inherits IDisposable
{
client.DownloadFile("http://yoursite.com/page.html", @"C:\localfile.html");
// Or you can get the file content without saving it
string htmlCode = client.DownloadString("http://yoursite.com/page.html");
}