You need to pass the alid header to work.
I have checked the nse url and found two headers you must need to add to allow the remote server to accept your download,
wc.Headers("Accept") = "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8"
wc.Headers("User-Agent") = "Mozilla/5.0 (Windows NT 6.1) AppleWebKit/537.1 (KHTML, like Gecko) Chrome/21.0.1180.83 Safari/537.1"
Adding these 2 lines just before your DownloadFile will definitely work.
Good luck.
cheers