How do I Async download multiple files using webclient, but one at a time?

What I have done is populate a Queue containing all my urls, then I download each item in the queue. When there are no items left, I can then process all the items. I’ve mocked some code up below. Keep in mind, the code below is for downloading strings and not files. It shouldn’t be too difficult to modify the below code.

    private Queue<string> _items = new Queue<string>();
    private List<string> _results = new List<string>();

    private void PopulateItemsQueue()
    {
        _items.Enqueue("some_url_here");
        _items.Enqueue("perhaps_another_here");
        _items.Enqueue("and_a_third_item_as_well");

        DownloadItem();
    }

    private void DownloadItem()
    {
        if (_items.Any())
        {
            var nextItem = _items.Dequeue();

            var webClient = new WebClient();
            webClient.DownloadStringCompleted += OnGetDownloadedStringCompleted;
            webClient.DownloadStringAsync(new Uri(nextItem));
            return;
        }

        ProcessResults(_results);
    }

    private void OnGetDownloadedStringCompleted(object sender, DownloadStringCompletedEventArgs e)
    {
        if (e.Error == null && !string.IsNullOrEmpty(e.Result))
        {
            // do something with e.Result string.
            _results.Add(e.Result);
        }
        DownloadItem();
    }

Edit:
I’ve modified your code to use a Queue. Not entirely sure how you wanted progress to work. I’m sure if you wanted the progress to cater for all downloads, then you could store the item count in the ‘PopulateItemsQueue()’ method and use that field in the progress changed method.

    private Queue<string> _downloadUrls = new Queue<string>();

    private void downloadFile(IEnumerable<string> urls)
    {
        foreach (var url in urls)
        {
            _downloadUrls.Enqueue(url);
        }

        // Starts the download
        btnGetDownload.Text = "Downloading...";
        btnGetDownload.Enabled = false;
        progressBar1.Visible = true;
        lblFileName.Visible = true;

        DownloadFile();
    }

    private void DownloadFile()
    {
        if (_downloadUrls.Any())
        {
            WebClient client = new WebClient();
            client.DownloadProgressChanged += client_DownloadProgressChanged;
            client.DownloadFileCompleted += client_DownloadFileCompleted;

            var url = _downloadUrls.Dequeue();
            string FileName = url.Substring(url.LastIndexOf("https://stackoverflow.com/") + 1,
                        (url.Length - url.LastIndexOf("https://stackoverflow.com/") - 1));

            client.DownloadFileAsync(new Uri(url), "C:\\Test4\\" + FileName);
            lblFileName.Text = url;
            return;
        }

        // End of the download
        btnGetDownload.Text = "Download Complete";
    }

    private void client_DownloadFileCompleted(object sender, AsyncCompletedEventArgs e)
    {
        if (e.Error != null)
        {
            // handle error scenario
            throw e.Error;
        }
        if (e.Cancelled)
        {
            // handle cancelled scenario
        }
        DownloadFile();
    }

    void client_DownloadProgressChanged(object sender, DownloadProgressChangedEventArgs e)
    {
        double bytesIn = double.Parse(e.BytesReceived.ToString());
        double totalBytes = double.Parse(e.TotalBytesToReceive.ToString());
        double percentage = bytesIn / totalBytes * 100;
        progressBar1.Value = int.Parse(Math.Truncate(percentage).ToString());
    }