File not downloading even tho it says it did

I have a problem where a file wont download even tho it show completed. The file is not showing in the spot where its supposed to.

    private void dataGridView1_CellContentClick(object sender, DataGridViewCellEventArgs e)
    {
        if(e.ColumnIndex == 2)
        {
            int rowIndex = e.RowIndex;
            DataGridViewRow row = dataGridView1.Rows[rowIndex];
            string value1 = row.Cells[2].Value.ToString();
            wc.DownloadFileCompleted += new AsyncCompletedEventHandler(AtlasCompleted);
            Uri fileUrl = new Uri(value1);
            Beta = fileUrl;
            //Console.WriteLine(FormPopup.Variables.Location1.Length);
            if (FormPopup.Variables.Location1 != null && FormPopup.Variables.Location1.Length >= 5)
            {
                Console.WriteLine(FormPopup.Variables.Location1);
                Console.WriteLine(fileUrl);
                wc.DownloadFileAsync(fileUrl, FormPopup.Variables.Location1);
                //MessageBox.Show(fileUrl.ToString() + "               " + FormPopup.Variables.Location1);
            }
            else
            {
                MessageBox.Show("Error: No file location specified.");
                FormPopup form = new FormPopup();
                form.Show(this);
            }

        }
    }
    private void AtlasCompleted(object sender, AsyncCompletedEventArgs e)
    {
        MessageBox.Show(Beta.ToString() + "               " + FormPopup.Variables.Location1);
    }

This is my code, the file should download but its not downloading. If anyone can help that would be great, its really confusing me.

Thanks for the replys :D