Got it working with webClient instead of the httpWebRequest. If someone can get it working with httpWebRequest, you wil get the answer.
string msg = string.Format("{0}{1}{2}", nonce, clientId, apiKey);
var signature = ByteArrayToString(SignHMACSHA256(apiSecret, StrinToByteArray(msg))).ToUpper();
var path = "https://www.bitstamp.net/api/user_transactions/";
using (WebClient client = new WebClient())
{
byte[] response = client.UploadValues(path, new NameValueCollection()
{
{ "key", apiKey },
{ "signature", signature },
{ "nonce", nonce.ToString()},
});
var str = System.Text.Encoding.Default.GetString(response);
}