Downloading a File

Over the past few days I have looked and looked at the various methods for downloading files, more specifically, updates for a program I am in the process of writting. So far i have an xml reader telling the program what the latest version is that is published to the host. The problem I am running into is that I am not sure if I should use HttpWebRequest or WebClient or some other method. I have successfully downloaded the target file using WebClient.DownloadFile but am not sure how to get my progress bar to step every percent. This is another detail I have looked into and have not found much on. If anyone can help direct me in the right direction I would greatly appreciate it.