Here's how you can make use of http header response to send a file direct to the clients browser for download.
Protected Sub btn_Click(ByVal sender As Object, ByVal e As System.EventArgs) Handles btn.Click
Response.ContentType = "application/x-unknown"
Response.AddHeader("Content-Disposition", "attachment; filename=test.txt")
Response.WriteFile("test.txt")
Response.End()
Response.Clear()
End Sub