Bing results for "ftp download parallel C#" include:

http://social.msdn.microsoft.com/Forums/en-MY/parallelextensions/thread/c4ce5e4d-b487-404e-b484-9aa048d15695

http://www.codeproject.com/Articles/21053/MyDownloader-A-Multi-thread-C-Segmented-Download-M

http://www.csharphelp.com/2011/01/upload-and-download-files-netusing-ftp/

best luck