label status messages

Question

hey, im new to c#, a few days i been using it now. previously i had been using VB. i followed some tutorials (im using visual studio btw) and everything was going smoothly until... i wrote a program to download pages from the internet (using System.Net.Sockets) . it downloads it all fine etc but i wanted some status messages (eg lblstatus.Text="Starting Download"; but if i put code like that before the page download etc it seems to only execute the command after the thing is downloaded (which is rather useless). can you kinda help me figure out whats going on here? (post a message, point me to a window forms tutorial or a c# tutorial or somthing i can google, its driving me mad lol).