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Then I would suggest to try

[CODE]

using (Stream input = request.GetResponse().GetResponseStream())

{

    using (Stream output = new FileStream(strFile, FileMode.OpenOrCreate, FileAccess.Write))

    {

        input.CopyTo(output);

    }

}

[/CODE]

Ps. You should use { } consistently, also with using / streams

[CODE]

if (foo)

{

..code..

}

[/CODE]

No need to defend anything. If you want to become a better programmer feedback from code reviews / reading other people's code is one of the best ways to learn.