+8  A: 

You need to call Response.End.

Public Sub DownloadBlob(ByVal Blob As Byte(), ByVal FileName As String, ByVal Response As HttpResponse)
    Response.AddHeader("content-disposition", String.Format("attachment;filename={0}", FileName.Replace(" ", "_")))
    Response.ContentType = "text/plain"
    Response.BinaryWrite(Blob)
    Response.End()
End Sub

Also notice I set the ContentType a little differently.

Joel Coehoorn