Hi Jos,

Rick Strahl's article may answer your question.

Using the Windows Shell API and Internet Explorer Controls in Visual FoxPro
Desktop applications
http://www.west-wind.com/presentations/shellapi/shellapi.asp#_Internet_Explorer_Automation

Take a look at the part of the article "Capturing Browser Events". The events you find in DWebBrowserEvents2 interface -- ProgressChange, DownloadBegin, DownloadComplete -- may be the ones to be monitored.