When I call a webservice and it returns an error how can I trap the full error message

I've got this code

HttpWebResponse response = null;
HttpWebRequest request = (HttpWebRequest)WebRequest.Create(profileAPIURL);
request.Headers.Add("Authorization", oAuth);
try
{
response = (HttpWebResponse)request.GetResponse();
}
catch (Exception ex)
{
Console.WriteLine("Exception Occured:" + ex.Message);
}

but the catch just gives me a server error like "The remote server returned an error: (400) Bad Request." and I want to know the reason its a bad request.

Thanks

Nick