O>    for(DWORD i=0; i<dwBuffer; i=i+SystemInfo.dwPageSize)
O>    {
O>        bIReadFile=InternetReadFile(hRequest, Buffer, SystemInfo.dwPageSize, &dwNumberOfBytesRead);
O>        BOOL bWriteFile=WriteFileEx(hFile, Buffer,dwNumberOfBytesRead, &ovl, NULL);
O>        ovl.Offset+=dwNumberOfBytesRead;
O>    }        
O>    return 0;
O>}
O>

O>The OVERLAPPED data structure must remain valid for the duration of the write operation. It should not be a variable that can go out of scope while the write operation is pending completion.