Well, It's quite strange that you don't retrieve the value icResponseCompleted in the State variable under the Inet1_StateChanged Method, because that status tell to the program that the execution its completed.
Anyway, You may find some good informations under the MSDN cd-roms(if you have them) or under the "un-documented Activex" word file that come with the VB5 cd-rom (and with VB6 as well I think).

Let me now if you find that file.