First I confused InternetConnect() and InternetOpen() on the 8 params.

Anyway, I have 2 computers on my desk - 1 is a Dell XP box, the program on this machine stops after calling Getlasterror() gives me no clue.
The other is a windows 2000 box. When I run it there, I get
"The image kernel32.dll has been modified for use on a uniprocessor system, but you are running it on a multiprocessor machine. Please reinstall the image file" What the heck?