How to download web pages

The following code is used to download the .html page from the web site.
We are using the class WebClient. This class is used to download the page from the website

using System;
using System.Net;
using System.Threading;

class MyThread {
    static void Main() {
        new Thread(MyDownload).Start();
        Console.WriteLine("downloading the page.. Please wait");
        Console.ReadLine();
    }

    static void MyDownload() {
        using (WebClient MyWebClient = new WebClient())
            try {
                MyWebClient.Proxy = null;
                MyWebClient.DownloadFile("http://www.dotnetspider.com", "MyPage.html");
                Console.WriteLine("Download completed");
            } 
            catch (Exception ex) 
	    {

            }
    }
}