Download Image via URL, then set it as a button background in C#

Using VS 2013 and developing for Windows Phone 8.1 with Silverlight in C#.

Contacted an API and got a URL that lets me view an image, I want to use that URL to download the image, and then set it as the background to a button.

Not really sure how to do this exactly. Do I have to save the picture to internal memory, and then retrieve it and somehow set it as a background to an image?

I'm pretty lost in this area.