Did you try the httpclient sample program from Microsoft in \my documents\Microsoft .NET Micro Framework 4.1\Samples\HttpClient\HttpClient ?
Here is the code. This is usualy a good start point.
I haven’t tested it so far, though… 
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// Copyright (c) Microsoft Corporation. All rights reserved.
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
using System;
using System.IO;
using System.Net;
using System.Text;
using System.Threading;
using Microsoft.SPOT;
using Microsoft.SPOT.Net.Security;
/// This program demonstrates how to use the .NET Micro Framework HTTP classes
/// to create a simple HTTP client that retrieves pages from several different
/// websites, including secure sites.
namespace HttpClientSample
{
public static class MyHttpClient
{
/// <summary>
/// Retrieves a page from a Web server, using a simple GET request.
/// </summary>
public static void Main()
{
// Root CA Certificate needed to validate HTTPS servers.
byte[] ca = Resource1.GetBytes(
Resource1.BinaryResources.VerisignCA);
X509Certificate[] caCerts =
new X509Certificate[] { new X509Certificate(ca) };
// Initialize the default webproxy to be used by all
// HttpWebRequests.
// Change the proxy address to fit your environment.
HttpWebRequest.DefaultWebProxy =
new WebProxy("itgproxy.dns.microsoft.com", true);
// Print the HTTP data from each of the following pages.
PrintHttpData("http://autos.msn.com/default.aspx", null);
PrintHttpData("http://www.nytimes.com/", null);
// Test SSL connection with no certificate verification
PrintHttpData("https://www.google.com/accounts/ManageAccount/", null);
// Read from secure webpages by using the Verisign Root CA
// certificate that is stored in the Resource1.resx file.
PrintHttpData("https://www.google.com/accounts/ManageAccount/",
caCerts);
}
/// <summary>
/// Prints the HTTP Web page from the given URL and status data while
/// receiving the page.
/// </summary>
/// <param name="url">The URL of the page to print.</param>
/// <param name="caCerts">The root CA certificates that are required for
/// validating a secure website (HTTPS).</param>
public static void PrintHttpData(string url, X509Certificate[] caCerts)
{
// Create an HTTP Web request.
HttpWebRequest request =
HttpWebRequest.Create(url) as HttpWebRequest;
// Assign the certificates. The value must not be null if the
// connection is HTTPS.
request.HttpsAuthentCerts = caCerts;
// Set request.KeepAlive to use a persistent connection.
request.KeepAlive = true;
// Get a response from the server.
WebResponse resp = null;
try
{
resp = request.GetResponse();
}
catch (Exception e)
{
Debug.Print("Exception in HttpWebRequest.GetResponse(): " +
e.ToString());
}
// Get the network response stream to read the page data.
if (resp != null)
{
Stream respStream = resp.GetResponseStream();
string page = null;
byte[] byteData = new byte[4096];
char[] charData = new char[4096];
int bytesRead = 0;
Decoder UTF8decoder = System.Text.Encoding.UTF8.GetDecoder();
int totalBytes = 0;
// allow 5 seconds for reading the stream
respStream.ReadTimeout = 5000;
// If we know the content length, read exactly that amount of
// data; otherwise, read until there is nothing left to read.
if (resp.ContentLength != -1)
{
for (int dataRem = (int)resp.ContentLength; dataRem > 0; )
{
Thread.Sleep(500);
bytesRead =
respStream.Read(byteData, 0, byteData.Length);
if (bytesRead == 0)
{
Debug.Print("Error: Received " +
(resp.ContentLength - dataRem) + " Out of " +
resp.ContentLength);
break;
}
dataRem -= bytesRead;
// Convert from bytes to chars, and add to the page
// string.
int byteUsed, charUsed;
bool completed = false;
totalBytes += bytesRead;
UTF8decoder.Convert(byteData, 0, bytesRead, charData, 0,
bytesRead, true, out byteUsed, out charUsed,
out completed);
page = page + new String(charData, 0, charUsed);
// Display the page download status.
Debug.Print("Bytes Read Now: " + bytesRead +
" Total: " + totalBytes);
}
page = new String(
System.Text.Encoding.UTF8.GetChars(byteData));
}
else
{
// Read until the end of the data is reached.
while (true)
{
// If the Read method times out, it throws an exception,
// which is expected for Keep-Alive streams because the
// connection isn't terminated.
try
{
Thread.Sleep(500);
bytesRead =
respStream.Read(byteData, 0, byteData.Length);
}
catch (Exception)
{
bytesRead = 0;
}
// Zero bytes indicates the connection has been closed
// by the server.
if (bytesRead == 0)
{
break;
}
int byteUsed, charUsed;
bool completed = false;
totalBytes += bytesRead;
UTF8decoder.Convert(byteData, 0, bytesRead, charData, 0,
bytesRead, true, out byteUsed, out charUsed,
out completed);
page = page + new String(charData, 0, charUsed);
// Display page download status.
Debug.Print("Bytes Read Now: " + bytesRead +
" Total: " + totalBytes);
}
Debug.Print("Total bytes downloaded in message body : "
+ totalBytes);
}
// Display the page results.
Debug.Print(page);
// Close the response stream. For Keep-Alive streams, the
// stream will remain open and will be pushed into the unused
// stream list.
resp.Close();
}
}
}
}
