public void DownloadFile(string url, string filename)
    {
        try
        {
            var tstart = DateTime.Now;
            HttpWebRequest request = (HttpWebRequest)WebRequest.Create(url);

            request.Timeout = 60 * 1000; // Timeout
            request.Headers.Add("Authorization", "Bearer" + " " + AuthenticationKey);
            request.Headers.Add("Accept-Encoding", "gzip,deflate");
            request.UserAgent = "MyApplication/11.14 (gzip)";

            HttpWebResponse response = (HttpWebResponse)request.GetResponse();

            string content = response.GetResponseHeader("content-disposition");
            Console.WriteLine(content);

            System.IO.Stream received = response.GetResponseStream();
            using (System.IO.FileStream file = new System.IO.FileStream(filename, System.IO.FileMode.Create, System.IO.FileAccess.Write))
            {
                received.CopyTo(file);
            }

            var tend = DateTime.Now;
            Console.WriteLine("time taken to download '{0}' is {1} seconds", filename, (tend - tstart).TotalSeconds);
        }
        catch (WebException e)
        {
            Console.WriteLine("Exception thrown - {0}", e.Message);
        }
    }