Reading file from internet..

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I believe the TCP protocol does extensive error checking to ensure that no data is lost. and that the data is recieved in the proper order.

UDP is a lower level standard which is not suitable for downloading files from a conventional web server. I think it does error checking for the data in a packet, but packets can be lost and are not necessarily recieved in the correct order. UDP is mainly designed for communicating between custom servers (gameservers, etc) and clients.

Note that if you wanted to download binary data (images, etc) from a website, your best bet is probably to use ReadLine until you encounter a blank line, and then use ReadBytes to read the binary data.