Why is my web client not downloading some files?

I am downloading some files from a server using a web client. I am successful on d开发者_如何转开发ownloading some files from the server using my program. Some files in the server cannot be downloaded using the web client. All files are residing in the same directory and have the same access rights. When the download function is called the control is not reaching the download ProgressChanged or DownloadCompleted event handling functions.

Any ideas on what might be wrong?