Begins an asynchronous request to download a file from the FTP server and save it locally.
An IAsyncResult that references the asynchronous download.
You can create a callback method that implements the AsyncCallback delegate and pass its name to the BeginDownloadFile method. The state argument may be used to pass in data that will be passed to the callback method.
For more information please refer to the synchronous version of this method, DownloadFile.