string fileName = "result.wmv";

HttpWebRequest httpWRQ = (HttpWebRequest)HttpWebRequest.Create(new Uri(this.url));
if (new FileInfo(fileName).Length > 0)
httpWRQ.AddRange((int)fs.Length);

using (WebResponse wrp = httpWRQ.GetResponse())
using (Stream rStream = wrp.GetResponseStream())
using (FileStream fs = new FileStream(fileName, FileMode.Append))
{
byte[] buffer = new byte[1024];
int bytesRead;
while ((bytesRead = rStream.Read(buffer, 0, buffer.Length)) > 0)
fs.Write(buffer, 0, bytesRead);
}