What is the purpose of the using statement?

On the basis of what is written on this web page, and if I understand correctly, the using statement works like a try/finally, so I might mistakenly expect that if an exception occurs in a using statement, it should not crash the program.

However, when the DownloadString method, shown in the example below, throws a WebException, the program crashes.

using (WebClient client = new WebClient())
{
    string response = client.DownloadString(url);
    // ...
}

This is normal, since the using statement does not work like a try/catch/finally, then actually no exception is handled. But then I wonder what is the purpose of the using statement.

UPDATE... Based on responses below, I add the following considerations. Basically, if I need to handle an exception, possible solutions could be as follows.

1. Put the using statement inside a try/catch block.
2. Put only the DonwloadString method inside a try/catch block.
3. Write manually a try/catch/finally block as in the following code sample.

Sample code for the third solution.

WebClient client = new WebClient();
try
{
    string response = client.DownloadString(url);
    // ...
}
catch(Exception ex)
{
    // handle (or ignore) the exception
}
finally
{
    if (client != null)
        client.Dispose();
}