Download doesnt complete when background worker is busy accessing website

Question

I have code running in background worker, which verifies if mentioned link(website) is valid. if not valid, the procedure gives error and goes on to check another link. To achieve this I m using webrequest and webresponse.

The problem starts when while background worker is accessing links, if I try to download something from main thread(which works totally fine if backgroundworker is not working), the download doesn't complete.

Code for Backgroundworker:

Try
            Dim bgwebRequest As WebRequest
            Dim bgwebresponse As WebResponse

            bgwebRequest = WebRequest.Create(websitelink)
            bgwebRequest.Timeout = 200
            bgwebresponse = bgwebRequest.GetResponse()

            '//code for website found

  Catch ex As Exception

            '//code for website not found

  End Try

code for downloadingfile:

Dim download As WebClient = New WebClient

  download.Headers.Add("User-Agent", "Mozilla/5.0 (Windows NT 10.0; Win64; 
  x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/63.0.3239.84 
  Safari/537.36")

  download.DownloadFileAsync(New Uri(directdownloadlink), downloadpathinpc)

  AddHandler download.DownloadFileCompleted, AddressOf OnDownloadComplete1

  download.Dispose()

code for ondownloadcomplete1:

'//run tasks that needs to completed if download is comolete

If backgroundworker is running, the debugger never reaches "ondownloadcomplete1"