.NET 4 Task Class Tutorial

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.NET 4 has a Class - Task. It's pretty interesting and I would like to start using it. For example, I would like to create a very simple Task-based files downloader, with the ability to cancel with every download. Can anyone introduce me to some sample code of doing that? I would like to have an list of running tasks and would like to be able to cancel any of them.

P.S. Code sample can be not functioning I just want to know how to use these things in a best way.

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