CInternetSession session;
CHttpConnection* pConnection=session.GetHttpConnection(pstrServer,dwFlags,nPort,pstrUserName,pstrPassword); 
CHttpFile* pFile1=pConnection->OpenRequest(CHttpConnection::HTTP_VERB_GET,strObject);
pFile1->SendRequest(NULL,0,(LPVOID)(LPCTSTR)strParams, strParams.GetLength());
pFile1->Read(...);
...