C# Threading Parallel

private static void DownloadConcurently()
        {
            string[] urls =
                {
                    "http://www.../",
                    "http://www...",
                    "http://..."
                };
            //System.Threading.Tasks.Parallel...The lambda below is like an anonymous method
            Parallel.ForEach(urls, url =>
            {
                var client = new WebClient();
                var html = client.DownloadString(url.ToString());
                Console.WriteLine("Download {0} chars from {1} on thread {2}",
                     html.Length, url, Thread.CurrentThread.ManagedThreadId);
            });
        }