When you create an HttpRequest object, there is a property to allow you to supply credentials. You should create an instance of
NetworkCredential
with the username and password if the resource you are trying to download requires authentication.
Something like this:
HttpWebRequest request = (HttpWebRequest)HttpWebRequest.Create("http://some.web.site/some.resource.ext");
NetworkCredential nc = new NetworkCredential("user", "password");
request.Credentials = nc;