Completes the asynchronous operation started in BeginDownloadFile.
Before calling BeginDownloadFile, you need to create a callback method that implements the AsyncCallback delegate. This callback method executes in a separate thread and is called by the system after BeginDownloadFile returns. The callback method must accept the IAsyncResult returned by the BeginDownloadFile method as a parameter. This parameter may then be passed to the EndDownloadFile method to complete the operation.