WebClient - Saving a downloaded file to disk

Question

In Silverlight 4 has anyone tried to download a file using the WebClient (read or string method, does not matter) and save it to disk? (using File or FileStream class, again does not matter)

I have been trying to get this to work with no luck, for some reason the file downloads fine, while in memory the string length of it seems to match the downloaded file, yet when it gets to disk its almost twice as big and obvious corrupt :(.

To reproduce simply create a SL4 OOB applicatoin, use a WebClient to download an MP3 of your choice and save it to disk using lets say the FileStream class. If tihs works for you, please post a sample!