Program freeze when using WebClient

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Hey-

I made a program that gets some html and grabs all the URL's that end with .bin (threw regexp) and pass it to a function i have called DownloadFile(url)

The problem is that my whole app is locked untell the prossess completes. I even have some text before the function call that isnt shown untill after. If i put a message box inbetween function calls (i was just testing) it will show the text outputs. I've been reading some async stuff but i cant get it implemented. Any help would be great, thanx.

Code:
Function DownLoadFile(ByVal remoteUri As String)
Dim myStringWebResource As String = remoteUri
Dim myWebClient As New WebClient

Dim i As Integer = InStrRev(remoteUri, "/")
Dim fileName As String = Mid(remoteUri, i + 1)

txtMessages.Text = "Downloading File from: " & myStringWebResource

If System.IO.File.Exists(Application.StartupPath & "\Updates\" & fileName) Then
txtProgress.Text &= fileName & " Exists Already." & ControlChars.NewLine
Return 0
End If
myWebClient.DownloadFile(myStringWebResource, Application.StartupPath & "\Updates\" & fileName)
myWebClient.Dispose()

txtProgress.Text &= "Successfully Downloaded file " & fileName & ControlChars.NewLine
End Function

PS: ideas for the future include a progress bar and compair file sizes (from server and from local)
--------------------------------
From: Eric Helgeson

-----------------------
Posted by a user from .NET 247 (http://www.dotnet247.com/)

<Id>m6EHaBPt306ssL8QHjelcw==</Id>
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