WebClient does not support concurrent I/O operations

The WebClient only supports a single operations, it cannot download multiple files. You haven't shown your code, but my guess is that you are somehow firing a new request before the old is completed. My bet is that WebClient.IsBusy is true when you attempt to perform another fetch.

See the following thread:

wb.DownloadFileAsync throw "WebClient does not support concurrent I/O operations." exception

The only answer is to create a new webclient within the scope of the Completed Event. You can't set it to new since webclient is readonly. Creating a new client is the only solution. This allows the old client to complete in the background. This does have slight memory implications since you are creating a new instance instead of reusing an old. But the garbage collector should keep it clean if your scope is setup right.

Instead of using WebClient use HttpClient to do parallel HTTP calls. Below code shows how to download files.

        HttpClient httpClient = new HttpClient();
        var documentList=_documentManager.GetAllDocuments();
        documentList.AsParallel().ForAll(doc =>
        {

            var responseResult= httpClient.GetAsync(doc.FileURLPath);
            using (var memStream = responseResult.Result.Content.ReadAsStreamAsync().Result)
            {
                using (var fileStream =File.Create($"{filePath}\\{doc.FileName}"))
                {
                    memStream.CopyTo(fileStream);
                }

            }
        });