Eu tenho o seguinte código

WebClient client = new WebClient();
String un = "Username";
String pw = "Password";
client.Credentials =  new System.Net.NetworkCredential(un,pw);
client.DownloadFileCompleted +=
            new AsyncCompletedEventHandler(downloadFileCompleted);
client.DownloadFileAsync(new Uri(url), Config.LocalDir + @"\data\supportData.xml");

Usando o NetworkMonitor no servidor, recebo o seguinte:

Http: Request, GET /audiClave/REST/en/actions 
Command: GET
URI: /audiClave/REST/en/actions
ProtocolVersion: HTTP/1.1
Host:  210.xxx.xxx.xxx:8080
Connection:  Keep-Alive
HeaderEnd: CRLF

Nenhuma entrada de autenticação. O que estou perdendo