Generally, I think your code should looking something like this.
WebClient wc = new WebClient();
wc.DownloadFile("http://stackoverflow.com/Content/Img/stackoverflow-logo-250.png", "Foo.png");
FileStream fooStream;
using (fooStream = new FileStream("foo.png", FileMode.Open))
{
// do stuff
}
File.Move("foo.png", "foo2.png");
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