I'm trying to delete off a 0-byte file that gets created after trying to
download from a bad URL, but I'm getting an IOException that says that it's
being used. I also noticed an InvalidOperationException before the
IOException in the debug output, but I can't seem to try/catch where that
comes up. After stripping off excess code from my .NET 2.0 Windows Forms
app, I have a button, a BackgroundWorker, and a WebClient-inheriting class
(Downloader). What am I doing wrong here?

My code looks like this:
*** Form1 class variables ***
bool myIsDownloading;

*** Form1::button1_Click ***
button1->Enabled = false;
backgroundWorker1->RunWorkerAsync();

*** Form1::backgroundWorker1_DoWork ***
Downloader^ dlr = gcnew Downloader(worker);
String^ filename = "C:\\test.txt";
dlr->DownloadFileAsync(gcnew Uri("crap", UriKind::Relative), filename);
myIsDownloading = true;
while (myIsDownloading)
{
   Threading::Thread::Sleep(200);
}
try
{
   File::Delete(filename);
}
catch (IOException^ e)
{
   // "The process cannot access the file 'C:\\test.txt'
   // because it is being used by another process."
   // Huh?
   MessageBox::Show(e->Message);
}
worker->ReportProgress(100);

*** Form1::backgroundWorker1_ProgressChanged ***
if (e->ProgressPercentage == 50)
{
   myIsDownloading = false;
}
else if (e->ProgressPercentage == 100)
{
   button1->Enabled = true;
}

*** Downloader::Downloader(BackgroundWorker^ bw) ***
myBackgroundWorker = bw;

*** Downloader::OnDownloadFileCompleted ***
myBackgroundWorker->ReportProgress(50);