I think you are after the HttpWebRequest.AllowAutoRedirect Property. The property gets or sets a value that indicates whether the request should follow redirection responses.
Example taken from MSDN
HttpWebRequest myHttpWebRequest=(HttpWebRequest)WebRequest.Create("http://www.contoso.com");
myHttpWebRequest.MaximumAutomaticRedirections=1;
myHttpWebRequest.AllowAutoRedirect=true;
HttpWebResponse myHttpWebResponse=(HttpWebResponse)myHttpWebRequest.GetResponse();
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