You're doing it the correct way but users may be providing urls to sites that have invalid SSL certs installed. You can ignore those cert problems if you put this line in before you make the actual web request:
ServicePointManager.ServerCertificateValidationCallback = new System.Net.Security.RemoteCertificateValidationCallback(AcceptAllCertifications);
where AcceptAllCertifications is defined as
public bool AcceptAllCertifications(object sender, System.Security.Cryptography.X509Certificates.X509Certificate certification, System.Security.Cryptography.X509Certificates.X509Chain chain, System.Net.Security.SslPolicyErrors sslPolicyErrors)
{
return true;
}