SSIS VB.Net Script to download a file using a proxy - vb.net

Question

I am trying to write a VB.Net script to download a file from the web in a SSIS dtsx package.
I started from this, but I am having only proxy authentication errors (error 407).
I double checked the proxy, the port and the URL an they are right!
Can anyone help me please? I can't understand where the problem could be.
' Microsoft SQL Server Integration Services Script Task
' Write scripts using Microsoft Visual Basic
' The ScriptMain class is the entry point of the Script Task.
Imports System
Imports System.Data
Imports System.Math
Imports Microsoft.SqlServer.Dts.Runtime
Imports System.Net
Public Class ScriptMain
Public Sub Main()
Dim objWebClient As WebClient = New WebClient()
Dim objCache As New CredentialCache()
Dim strDownloadURL As String = "http://www.example.com/data.xlsx"
Dim strProxyURL As String = "myproxy.mycompany.local"
Dim intProxyPort As Integer = 1234
'Set Proxy & Credentials as a Network Domain User acc to get through the Proxy
Dim wp As WebProxy = New WebProxy(strProxyURL, intProxyPort)
objWebClient.Proxy = wp
'Download file, use Flat File Connectionstring to save the file
objWebClient.DownloadFile(strDownloadURL, "E:\MyFile.xlsx")
Dts.TaskResult = Dts.Results.Success
End Sub
End Class
The file of strDownloadURL is accessible by browser and doesn't need any form of authentication. Anyone can access it by a web browser.