WebClient generates 401 Unauthorized error

My code:

WebClient webClient = new WebClient();
webClient.DownloadData(args[0]);

returns {"The remote server returned an error: (401) Unauthorized."}

Adding this solves the problem.
webClient.UseDefaultCredentials = true;

Without this line of code, the client does not know which credentials to take and will call the site anonymously.

Credits go to: http://stackoverflow.com/questions/2150161/webclient-generates-401-unauthorized-error