VB.NET Download Files One By One

[xxxartistxxx]

Hello Everyone,I'm new at DaniWeb
I have a problem with my file download function.
This's my function

Private Function download_files(ByVal _URL As System.Uri, ByVal _SaveAs As String)
        If InternetConnection() = True Then
            Dim _WebClient As New System.Net.WebClient()
            Try
                AddHandler _WebClient.DownloadProgressChanged, AddressOf _DownloadProgressChanged
                lblStatus.Text = "Downloading File :" & _SaveAs
                _WebClient.DownloadFileAsync(_URL, _SaveAs)
                Return True
            Catch ex As Exception
                _WebClient = Nothing
                Return False
                lblStatus.Text = "Güncelleme Sunucusuna Bağlantı Başarısız Oldu."
            End Try
        Else
            lblStatus.Text = "Güncelleme Sunucusuna Bağlantı Başarısız Oldu."
        End If
    End Function

And this's my download loop

Private Sub download()
    Dim x As Integer
    For x = 0 To lstUrlsToDownload.Items.Count - 1
        download_files(New Uri(lstUrlsToDownload.Items.Item(x).ToString), "c:\" & lstFilesToDownload.Items.Item(x).ToString)
    Next
End Sub

In lstUrlsToDownload i have url's for example
http://www.sth.com/sth.txt
http://www.abc.com/abc.txt
In lstFilesToDownload i have file names in the same order as urls for example
sth.txt
abc.txt
My problem is with my loop all files downloading at the same time but i want to download them one by one one will finish and other will start and goes like that how can i do that thanks so much good forums to everyone