Webclient 'thread Is Being Aborted'?

I run a loop that downloads a lot of smal files from another website

try
Loopstarts
result = runData()
loop ends
catch ex1 as exception
End try
private function runData() as string
Dim wc as new WebClient
Dim str as string
try
str = wc.downloadstring(filePath)
catch ex2 as exception
return "Nothing"
end try
wc.dispose()
finally
return str
end function

THE Problem is if the file is not found in the RunData function I get 'Thread being aborted' error which stops the not only the function RunData() but also the loop is running in, so I get an error in ex2 as well as ex1. But I want the error to be captured in ex1 and stop, and not effect the loop.

I have read that you need to use Response.End to close the thread or not to capture the 'threadbeingaborted' expception.

BUT how do you do the response.end with a webclient??? (IN vb.net , asp.net 2.0 version