foreach (var item in urls)
            {
                try
                {
                    string html = url.DownloadString(item);//(1)  If exception is thrown here...
                    Console.WriteLine("Start: " + item);//(2) ...this code won`t execute....

                }
                catch (WebException we)
                {
                    Console.WriteLine("Invalid uri encountered");//... You can mark catching the exception...
                }
                //(3)... but program will continue from here
                //(and iterate through the next item of the "foreach" loop, if any are left)
            }