public static class DataService{
	public static void GetSomeData(long id, Action<SomeData> callback){
		var client = new WebClient();
		client.DownloadStringAsync(uri);
		client.DownloadStringCompleted+=(s,ea)=>{
			if (ea.error != null)
				callback(ea.Result)
			else
				MessageBox.show(ea.error);
		}
	}
}

pulbic void Test(){
	var asyncCounter = 0;
	foreach (var id in idList){
		asyncCounter++;
		DataService.GetSomeData(id, data=>{
			asyncCounter--;
			if (asyncCounter == 0){
				DoSmthElse(...);
			}
		});
	}
}

        private void Get(Uri uri)
        {
            var client = new System.Net.WebClient();
            client.DownloadStringAsync(uri);
            client.DownloadStringCompleted += (s, ea) => Function(uri.ToString());
        }

var t1 = Get(uri1);
var t2 = Get(uri2);

Task.Factory.ContinueWhenAll(new[] { t1, t2 }, tt => Dispatcher.BeginInvoke(() => MessageBox.Show("Complete")));

...

private Task Get(Uri uri)
{
    return Task.Factory.FromAsync(........);
}

var t1 = Get(uri1);
var t2 = Get(uri2);

Task.Factory.ContinueWhenAll(new[] { t1, t2 }, tt => Dispatcher.BeginInvoke(() => MessageBox.Show("Complete")));

...

private Task Get(Uri uri)
{
    return Task.Factory.FromAsync(........);
}

    public static class WebClientHelper
    {
        public static Task<string> DownloadStringAsyncEx(this WebClient wc, Uri uri)
        {
            var tcs = new TaskCompletionSource<string>();
            wc.DownloadStringCompleted += DownloadStringCompleted;
            wc.DownloadStringAsync(uri, tcs);
            return tcs.Task;    
        }

        static void DownloadStringCompleted(object sender, DownloadStringCompletedEventArgs e)
        {
            var wc = (WebClient)sender;
            wc.DownloadStringCompleted -= DownloadStringCompleted;

            var tcs = (TaskCompletionSource<string>)e.UserState;

            if (e.Cancelled)
            {
                tcs.SetCanceled();
                return;
            }

            if (e.Error != null)
            {
                tcs.SetException(e.Error);
                return;
            }

            tcs.SetResult(e.Result);
        }
    }

public partial class MainPage
    {
        public MainPage()
        {
            InitializeComponent();

            var task = DownloadStringAsyncEx(new Uri("http://localhost:1732/data1.txt"));

            MessageBox.Show(string.Format("Got {0}", task.Result));
        }

        public Task<string> DownloadStringAsyncEx(Uri uri) {
            var tcs = new TaskCompletionSource<string>();
            var client = new WebClient();
            client.DownloadStringCompleted += (s, ea) => tcs.SetResult(ea.Result);
            client.DownloadStringAsync(uri, tcs);
            return tcs.Task;
        }
    }