I realized I could use it from managed code too using the Windows.Networking.BackgroundTransfer namespace. Check out the code -- much niftier than the HttpClient. The code is pretty straight forward:
StorageFolder localFolder = KnownFolders.MusicLibrary;
StorageFile sampleFile = await localFolder.CreateFileAsync("my.mp3", CreationCollisionOption.ReplaceExisting);
var downloader = new BackgroundDownloader()
d = downloader.StartDownloadAsync(
new Uri("http://linkto.mp3", UriKind.Absolute), sampleFile);
What's nifty is that once you pass the handle to the IStorageFile, all the i/o as far as saving the file gets handled for you. And, you can queue them up, so your app can start downloading n number of files and the BackgroundDownloader handles it all for you.