Starts downloading files in the file list.
If the method succeeds, the return value is true. If the method fails, the return value is
false. To get extended error
information, call GetLastError and GetLastErrorDesc methods.
Upon the downloading of all files in the file list has finished, the
OnDownloadComplete event is fired. For more information on other events fired
during the download, see DownloadX events.
For an example, see Downloading files with the DownloadX control.