Cancel an HttpClient request

I am making a simple request for a file using HttpClient from the Apache Commons. Here is my current code:

    httpclient = new DefaultHttpClient();
    httpget = new HttpGet(location);
    context = new BasicHttpContext();
    response = httpclient.execute(httpget, context);
    entity = response.getEntity();

What would I need to do to cancel this request in the middle of the download?