Having multiple simultaneous writers (no reader) to a single file. Is it possible to accomplish in a performant way in .NET?

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I'm developing a multiple segment file downloader. To accomplish this task I'm currently creating as many temporary files on disk as segments I have (they are fixed in number during the file downloading). In the end I just create a new file f and copy all the segments' contents onto f.

I was wondering if there's not a better way to accomplish this. My idealization is of initially creating f in its full-size and then have the different threads write directly onto their portion. There need not to be any kind of interaction between them. We can assume any of them will start at its own starting point in the file and then only fill information sequentially in the file until its task is over.

I've heard about Memory-Mapped files (http://msdn.microsoft.com/en-us/library/dd997372(v=vs.110).aspx) and I'm wondering if they are the solution to my problem or not.

Thanks

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