I\'m trying to read files from a SharePoint document library using HttpWebRequest.  In order to do that I have to pass some credentials.  I\'m using the below r         
        
If you need to set the credentials on the fly, have a look at this source:
http://spc3.codeplex.com/SourceControl/changeset/view/57957#1015709
private ICredentials BuildCredentials(string siteurl, string username, string password, string authtype) {
    NetworkCredential cred;
    if (username.Contains(@"\")) {
        string domain = username.Substring(0, username.IndexOf(@"\"));
        username = username.Substring(username.IndexOf(@"\") + 1);
        cred = new System.Net.NetworkCredential(username, password, domain);
    } else {
        cred = new System.Net.NetworkCredential(username, password);
    }
    CredentialCache cache = new CredentialCache();
    if (authtype.Contains(":")) {
        authtype = authtype.Substring(authtype.IndexOf(":") + 1); //remove the TMG: prefix
    }
    cache.Add(new Uri(siteurl), authtype, cred);
    return cache;
}
                                                                        If you need to run request as the current user from desktop application use CredentialCache.DefaultCredentials (see on MSDN).
Your code looks fine if you need to run a request from server side code or under a different user.
Please note that you should be careful when storing passwords - consider using the SecureString version of the constructor.
You could also use:
request.Credentials = System.Net.CredentialCache.DefaultNetworkCredentials;