Your example lead me to this, found on another site:
Public Sub getData(ByVal gType As String)
Dim addr As Uri = New Uri("http://smarthome.trab.dk/wpf/getData.php?g=" + gType)
Dim client As New WebClient()
AddHandler client.DownloadStringCompleted, AddressOf client\_DownloadStringCompleted
client.DownloadStringAsync(addr)
End Sub
Private Sub client_DownloadStringCompleted(sender As Object, e As DownloadStringCompletedEventArgs)
Dim data As String = e.Result
MessageBox.Show(data)
End Sub
And it returns the data :)