Dim client As WebClient = New WebClient
    AddHandler client.DownloadProgressChanged, AddressOf client_ProgressChanged
    AddHandler client.DownloadFileCompleted, AddressOf client_DownloadCompleted
    client.DownloadFileAsync(New Uri("http://www.adres.com/IndirilecekDosya.rar"), Application.StartupPath + "\\DosyaninYeniAdi.rar")
    btnIndir.Text = "İndirme devam ediyor..."
    btnIndir.Enabled = False

Private Sub client_ProgressChanged(ByVal sender As Object, ByVal e As DownloadProgressChangedEventArgs)

    Dim bytesIn As Double = Double.Parse(e.BytesReceived.ToString())
    Dim totalBytes As Double = Double.Parse(e.TotalBytesToReceive.ToString())
    Dim percentage As Double = bytesIn / totalBytes * 100

    prgIndirmeSureci.Value = Int32.Parse(Math.Truncate(percentage).ToString())

  End Sub

Private Sub client_DownloadCompleted(ByVal sender As Object, ByVal e As System.ComponentModel.AsyncCompletedEventArgs)

    MessageBox.Show("İndirme işlemi tamamlandı")
    btnIndir.Text = "İndir"
    btnIndir.Enabled = True

  End Sub