How to properly notify the main thread?

Question

ASP.NET

Good afternoon!
Prompt as it is correct to notify the main flow from another. Here is my code:

protected void Button1_Click(object sender, EventArgs e)
        {
            Thread thread = new Thread(DownloadFile);
            thread.Start();
        }
public void DownloadFile()
        {
            string path = TextBox1.Text;
            string uriName = Path.GetFileName(path);

            WebClient webClient = new WebClient();
            webClient.DownloadFileCompleted += WebClientOnDownloadFileCompleted;
            webClient.DownloadFileAsync(new Uri(path), @"D:\Download\" + uriName);
        }
private void WebClientOnDownloadFileCompleted(object sender, AsyncCompletedEventArgs asyncCompletedEventArgs)
        {
            Label1.Text = "Complete";
        }

Or maybe I'm wrong, point in which direction to move?