how to download a file from url

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VB

hello guys, I´d like to know how can i download some file from a url to my computer...I tried something like that:

Dim wc As WebClient = New WebClient()

wc.DownloadFile("http://www1.caixa.gov.br/loterias/_arquivos/loterias/D_lotfac.zip", "C:\D_lotfac.zip")

but it isn´t worked :/

the url that i need to use is it ---> http://www1.caixa.gov.br/loterias/_arquivos/loterias/D_lotfac.zip

I´ve alredy use this code above to download that file, but it was some time ago, but now it´s just stop working....

so since then, thank u guys :)