Cancel WebClient.DownloadFileAsync operation

I'm not sure why you got an exception from calling CancelAsync.

I use WebClient to handle Paralell downloads in our current project, and when CancelAsync is called, the event DownloadFileCompletedis generated by WebClient, where the property Cancelledis true. My event handler looks like this:

private void OnDownloadFileCompleted(object sender, AsyncCompletedEventArgs e)
{
    if (e.Cancelled)
    {
        this.CleanUp(); // Method that disposes the client and unhooks events
        return;
    }

    if (e.Error != null) // We have an error! Retry a few times, then abort.
    {
        if (this.retryCount < RetryMaxCount)
        {
            this.retryCount++;
            this.CleanUp();
            this.Start();
        }

        // The re-tries have failed, abort download.
        this.CleanUp();
        this.errorMessage = "Downloading " + this.fileName + " failed.";
        this.RaisePropertyChanged("ErrorMessage");
        return;
     }

     this.message = "Downloading " + this.fileName + " complete!";
     this.RaisePropertyChanged("Message");

     this.progress = 0;

     this.CleanUp();
     this.RaisePropertyChanged("DownloadCompleted");
}

And the cancellation method is simple:

/// <summary>
/// If downloading, cancels a download in progress.
/// </summary>
public virtual void Cancel()
{
    if (this.client != null)
    {
        this.client.CancelAsync();
    }
}