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    <p>If you want to download 1000 files, starting 1000 threads at once is certainly not the best option. Not only it probably won't get you any speedup when compared with downloading just a few files at a time, it will also require at least 1 GB of virtual memory. Creating threads is expensive, try to avoid doing so in a loop.</p> <p>What you should do instead is to use <code>Parallel.ForEach()</code> along with the asynchronous versions of the request and response operations. For example like this (WPF code):</p> <pre><code>private void Start_Click(object sender, RoutedEventArgs e) { m_tokenSource = new CancellationTokenSource(); var urls = …; Task.Factory.StartNew(() =&gt; Start(urls, m_tokenSource.Token), m_tokenSource.Token); } private void Cancel_Click(object sender, RoutedEventArgs e) { m_tokenSource.Cancel(); } void Start(IEnumerable&lt;string&gt; urlList, CancellationToken token) { Parallel.ForEach(urlList, new ParallelOptions { CancellationToken = token }, url =&gt; DownloadOne(url, token)); } void DownloadOne(string url, CancellationToken token) { ReportStart(url); try { var request = WebRequest.Create(url); var asyncResult = request.BeginGetResponse(null, null); WaitHandle.WaitAny(new[] { asyncResult.AsyncWaitHandle, token.WaitHandle }); if (token.IsCancellationRequested) { request.Abort(); return; } var response = request.EndGetResponse(asyncResult); using (var stream = response.GetResponseStream()) { byte[] bytes = new byte[4096]; while (true) { asyncResult = stream.BeginRead(bytes, 0, bytes.Length, null, null); WaitHandle.WaitAny(new[] { asyncResult.AsyncWaitHandle, token.WaitHandle }); if (token.IsCancellationRequested) break; var read = stream.EndRead(asyncResult); if (read == 0) break; // do something with the downloaded bytes } } response.Close(); } finally { ReportFinish(url); } } </code></pre> <p>This way, when you cancel the operation, all downloads are canceled and no new ones are started. Also, you probably want to set <code>MaxDegreeOfParallelism</code> of <code>ParallelOptions</code>, so that you aren't doing too many downloads at once.</p> <p>I'm not sure what do you want to do with the files you are downloading, so using <code>StreamReader</code> might be a better option.</p>
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    1. COi don't see in you sample thread abort or leave to die way of processing, correct me if i am wrong; it looks like your point that converting sync webrequest into async is better approach in this scenario; i have checked .net 4 code and found a few samples of cancelling webrequests and nothing about to leave thread to die by itself so most likely will go that route; thanks
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    2. CO@walter, yes, I think it is better this way. For one, why would you want to “cancel” a download, that actually keeps current downloads running?
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    3. CONote that my answer blocks the thread that does the downloading. This is not ideal and I now think it should be rewritten, especially if you can use `async` from C# 5.
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