This is an excellent BITS wrapper DLL http://sharpbits.xidar.net/ written in c#, i've been using it to download very large quarterly XML documents generated from a biztalk orchestration on Win2k3 servers, the quirkiness of previous operating systems implementations has gone it all hangs together very well.
As soon as i've got the automatic software updating side of things up and running I'll put up a project using this library to upload/download stuff reliably over dodgy/intermittent net connections.