Threading

Good discussion of threading, including a FireAndForget utility, using the thread pool, delegates and Beginxxx()/Endxxx() method pairs.

http://www.yoda.arachsys.com/csharp/threads/threadpool.shtml

HTTP GET with WebClient

This seems to be the simplest way of doing HTTP GETs and also provides a simple async mode which does not appear to require any fancy coding or delegates at all.

http://stackoverflow.com/questions/979791/net-do-i-need-to-keep-a-reference-to-webclient-while-downloading-asynchronously