'http://www.dreamincode.net/code/snippet1249.htm
Option Explicit Off
Imports System
Imports System.IO
Imports System.Net

Public Class Form1

    Dim t1 As Threading.Thread = Nothing
    Dim t2 As Threading.Thread = Nothing
    Dim ref() As String

    Private Sub Btn_Search_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Btn_Search.Click
        t2 = New Threading.Thread(AddressOf search_url)
        t2.Start()
    End Sub

    Private Sub Btn_Download_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Btn_Download.Click
        t1 = New Threading.Thread(AddressOf download_url)
        t1.Start()
    End Sub

    Public Sub download_url()
        System.Windows.Forms.Control.CheckForIllegalCrossThreadCalls = False
        Dim webClient As New System.Net.WebClient
        Dim i As Integer = 0
        Dim url As String
        Try
            For i = 0 To 9
                url = Me.DataGridView1.Item(2, i).Value
                webClient.DownloadFile(url, "E:\Balagurunathan\Temp\API\Spider" & i & ".html")
            Next
        Catch
            ''
        Finally
            t1.Abort()
        End Try
        MsgBox("Download has been Finished")
    End Sub

    Public Sub search_url()
        System.Windows.Forms.Control.CheckForIllegalCrossThreadCalls = False
        Try
            Dim s As com.google.api.GoogleSearchService = New Sample1.com.google.api.GoogleSearchService()
            Dim r As com.google.api.GoogleSearchResult = s.doGoogleSearch("Add your Licence Code here", Txt_Text.Text, 0, 10, False, "", True, "", "", "")
            Dim estimatedCount As Integer = r.estimatedTotalResultsCount
            Dim dtResults As New DataTable()
            dtResults.Columns.Add(New DataColumn("Title", GetType(String)))
            dtResults.Columns.Add(New DataColumn("Summary", GetType(String)))
            dtResults.Columns.Add(New DataColumn("URL", GetType(String)))
            For i As Integer = 0 To 50
                Dim dr As DataRow = dtResults.NewRow()
                dr(0) = r.resultElements(i).title
                dr(1) = r.resultElements(i).snippet
                dr(2) = r.resultElements(i).URL
                dtResults.Rows.Add(dr)
            Next
            DataGridView1.DataSource = dtResults
        Catch ex As Exception
            ''
        Finally
            t2.Abort()
        End Try
    End Sub

    Private Sub Btn_Read_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Btn_Read.Click
        Me.ListBox1.Items.Clear()
        For j = 0 To 9
            Dim request As WebRequest = WebRequest.Create("E:\Balagurunathan\Temp\API\Spider" & j & ".html")
            Dim response As WebResponse = request.GetResponse()
            Dim reader As StreamReader = New StreamReader(response.GetResponseStream())
            Dim str As String = reader.Read()
            Dim myarr() As String = Nothing
            Dim myarr1() As String = Nothing
            Do
                If str.Contains("<a href=") Then
                    myarr = Split(str, ">", -1, CompareMethod.Text)
                    GoTo a
                End If
b:              If reader.EndOfStream = True Then
                    Exit For
                Else
                    str = reader.ReadLine()
                End If
            Loop Until reader.EndOfStream = True
            Dim i As Integer = 0
a:          For i = 0 To myarr.Length - 1
                If myarr(i).Contains("<a href=") Then
                    myarr1 = Split(myarr(i), "=", -1, CompareMethod.Text)
                    If Me.ListBox1.Items.Contains(myarr1(1).ToString) = False Then
                        Me.ListBox1.Items.Add(myarr1(1).ToString)
                        Me.ListBox1.SelectedIndex = Me.ListBox1.SelectedIndex + 1
                    End If
                End If
            Next
            GoTo b
        Next
    End Sub
End Class

Read web page and extract url's

VB.NET