This worked for me:
string strURL = @"http://192.168.1.xxx/" + sDocumento;
WebClient req = new WebClient();
HttpResponse response = HttpContext.Current.Response;
response.Clear();
response.ClearContent();
response.ClearHeaders();
response.Buffer = true;
response.AddHeader("Content-Disposition", "attachment;filename=\"" + sDocumento + "\"");
byte[] data = req.DownloadData(strURL);
response.BinaryWrite(data);
response.End();