How To Fetch Webpage Source simultaneously from thousands of URLs - vb.net

Question

I am attempting to load thousands of URLs into a list, then simultaneously download the webpage source of all of those URLs. I thought I had a clear understanding of how to accomplish this but it seems that the process goes 1 by 1 (which is painstakingly slow).
Is there a way to make this launch all of these URLs at once, or perhaps more than 1 at a time?
Public Partial Class MainForm
Dim ImportList As New ListBox
Dim URLList As String
Dim X1 As Integer
Dim CurIndex As Integer
Public Sub New()
Me.InitializeComponent()
End Sub
Sub MainFormLoad(sender As Object, e As EventArgs)
Try
Dim lines() As String = IO.File.ReadAllLines("C:\URLFile.txt")
ImportList.Items.AddRange(lines)
Catch ex As Exception
MessageBox.Show(ex.ToString)
Finally
label1.Text = "File Loaded"
X1 = ImportList.Items.Count
timer1.Enabled = True
If Not backgroundWorker1.IsBusy Then
backgroundWorker1.RunWorkerAsync()
End If
End Try
End Sub
Sub BackgroundWorker1DoWork(sender As Object, e As System.ComponentModel.DoWorkEventArgs)
URLList = ""
For Each item As String In ImportList.Items
CheckName(item)
CurIndex = CurIndex + 1
Next
End Sub
Sub BW1_Completed()
timer1.Enabled = False
label1.Text = "Done"
End Sub
Sub CheckName(ByVal CurUrl As String)
Dim RawText As String
Try
RawText = New System.Net.WebClient().DownloadString(CurUrl)
Catch ex As Exception
MessageBox.Show(ex.ToString)
Finally
If RawText.Contains("404") Then
If URLList = "" Then
URLList = CurUrl
Else
URLList = URLList & vbCrLf & CurUrl
End If
End If
End Try
End Sub
Sub Timer1Tick(sender As Object, e As EventArgs)
label1.Text = CurIndex.ToString & " of " & X1.ToString
If Not URLList = "" Then
textBox1.Text = URLList
End If
End Sub
Sub Button1Click(sender As Object, e As EventArgs)
Clipboard.Clear
Clipboard.SetText(URLList)
End Sub
End Class