Visual Basic downloading files help?

I'm using the "My.Computer.Network.DownloadFile(URL, Where to save)" command, to update my program. And when I upload my files to a file hosting site, at first my program download it fine, but after a couple minutes, I try to update it, and when I try to start the new exe file, it says it is not a valid windows application. But what I really don't get is that I can go to the site and download it manually, and it works. I tried removing the try/catch to see what error it was getting, and and it never gave me an error until it starts the new file using "Process.start(file.exe). so it thinks it downloaded it correctly. And the file size is 0 bytes, so it's just like an empty file or something. Also, I've tried Megaupload.com, 4shared.com, mediafire.com, and Ripway.com, they all do the exact same thing.