Unfortunately due to browser stack limitation, currently there's no way to get the actual http status code... If you have the control over the server, you can customize the response, so if something wrong happens, it still returns 200, but with a message indicating something wrong happened...
shanaolanxing - I'll transfer to the Windows Azure team, and will have limited time to participate in the Silverlight forum. Apologize if I don't answer your questions in time.