As you may already know that Windows Azure Storage team found a bug in Windows Azure SDK 1.5 (released September 14th 2011 ) based StorageClient library that impacts the DownloadToStream, DownloadToFile, DownloadText, and DownloadByteArray methods for Windows Azure Blobs.
More info about this bug and Fix:
Update: We have now released a fix for this issue. The download blob methods in this version throw an IOException if the connection is closed while downloading the blob, which is the same behavior seen in versions 1.4 and earlier of the StorageClient library.
We strongly recommend that users using SDK version 1.5.20830.1814 upgrade their applications immediately to this new version 1.5.20928.1904. You can determine if you have the affected version of the SDK by going to Programs and Features in the Control Panel and verify the version of the Windows Azure SDK. If version 1.5.20830.1814 is installed, please follow these steps to upgrade:
Before the Windows Azure SDK 1.5 update you will see the SDK version as 1.5.20830.1814 as below:
After the Windows Azure SDK 1.5 update you will see the OS is updated to 1.5.20928.1904 as below: