Need help cross-thread file access

The code I use is below. If I create a FileStream at Module level and then
call it from one of these callback routines, I get the "File is in use by
another process" exception. My workaround is to call the file routines from
the callbacks, create the FileStream in each routine and then close the
file. I do this on each write as I receive data. How can I do this without
constantly creating/opening and closing the FileStream?
Sub DataConnectedCallBack(ByVal ar As IAsyncResult)
ftpd.EndConnect(ar)
'Create the file
CreateFile()
ftpd.BeginReceive(bufd, 0, bufd.Length, SocketFlags.None, AddressOf
DataReceiveCallBack, bufd)
If QuietMode = False Then Console.WriteLine("Connected to the data
channel." & vbCrLf)
End Sub

Sub DataReceiveCallBack(ByVal ar As IAsyncResult)
bufd = CType(ar.AsyncState, Byte())
Dim numbytes As Int32
numbytes = ftpd.EndReceive(ar)
RcvdByteCount += numbytes
If QuietMode = False Then Console.WriteLine(RcvdByteCount & " bytes
received")
If numbytes = 0 Then
'Close the data channel
ftpd.Close()
If QuietMode = False Then Console.WriteLine("Done with data
file" & vbCrLf)
Exit Sub
End If
'Write the bytes to the file
AppendFile(numbytes)
'Start receiving again...
ftpd.BeginReceive(bufd, 0, bufd.Length, SocketFlags.None, AddressOf
DataReceiveCallBack, bufd)
End Sub

Sub CreateFile()
Dim fs As New FileStream(OutputFile, FileMode.Create)
fs.Close()
End Sub

Sub AppendFile(ByVal numbytes As Integer)
Dim fs As New FileStream(OutputFile, FileMode.Append)
fs.Write(bufd, 0, numbytes)
fs.Close()
End Sub