Using Visual Studio 6.0, SP3 applied, VB6 controls, I have a problem running the following subroutine:

Private Sub PHttp_SavePGS(Pathname As String, SrceName As String)
    Dim FuncNm As String
    Dim strData As String
    Dim URLAddr As String
    FuncNm = "PHttp_SavePGS"
    URLAddr = SrceName
    If Left(URLAddr, 4) <> "http" Then
      MsgBox ("Can only access http locations")
      Exit Sub
    End If
    
    strData = Inet1.OpenURL(URLAddr, icString)
    If Len(strData) = 0 Then
      MsgBox (FuncNm & ": Err retrieving" _
        & Chr(13) & Chr(10) _
        & URLAddr & Chr(13) & Chr(10) _
        & "maybe" & Chr(13) & Chr(10) _
        & Inet1.ResponseInfo)
      Exit Sub
    End If

When there is no connection to the internet service provider, the operation fails with "unable to resolve address" and returns a null string, just as it should; however, within the testing IF statement the ResponseCode and ResponseInfo have not yet been set at the time this test is being executed. Supposedly OpenURL will not return until it has a complete response. If I run this, no reason appears in the msgbox unless I set a breakpoint with the debugger onto the IF statement. At the breakpoint, the local watch window shows responsecode of zero and empty responseinfo. When I continue from there, the correct responseinfo appears in the msgbog.
Is there a reliable way of suspending my thread execution for a few milliseconds (without doing something like opening a file) so as to allow the control to catch up with its housekeeping?
Or did I really miss something about how OpenURL should be handled?