gistfile1.cs

public void PrintLinksFromMSDNWithContinuation()
{
    var wc = new WebClient();
    wc.DownloadStringCompleted += wc_DownloadStringCompleted;
            
    wc.DownloadStringAsync(new Uri("http://msdn.microsoft.com/pt-br/"));
}

void wc_DownloadStringCompleted(object sender, DownloadStringCompletedEventArgs e)
{
    var regex = "href\\s*=\\s*(?:\"(?[^\"]*)\"|(?\\S+))";
    var matches = Regex.Matches(e.Result, regex);

    foreach (Match match in matches)
        Console.WriteLine(match.Groups[1]);
}