Download N Megabytes of a XML file

I want to download the first N Megabytes of huge XML File, so then I can close the broken tags with HTMLAgilityPack. Unfortunately, I can't use XMLReader.

I tried setting the Range on the HTTP Headers but that didn't seem to work, so now I'm trying this:

public string download(string url, int mb)
{
    Int32 bytesToGet = 1048576 * mb;

    HttpWebRequest request;
    request = WebRequest.Create(url) as HttpWebRequest;
    var buffer = new char[bytesToGet];
    using (WebResponse response = request.GetResponse())
    {
        using (StreamReader sr = new StreamReader(response.GetResponseStream()))
        {
            sr.Read(buffer, 0, bytesToGet);
        }
    }

    return new string(buffer);
}

but this still doesn't work either. I tried it with mb=5 and I get just a few lines of the XML file.