There is no standard control flow task in SSIS to download a file over HTTP. I have tried some workarounds (Execute Process wget, Script Task HttpClientConnection), but have
Just a small update on the earlier answer for SQL2012
DLL files are in 110.
Now even after adding the reference you will get the same error if you build your project with .Net3.5 or older profiles.
for SQL2012 you must use .Net4.0 or later else Visual Studio will show you the same error.