Flores is right. And... you can also use the PathFileExists() SHLWAPI function to do the job. This function is located in the shlwapi.dll which ships with IE 4 or higher versions.

BOOL PathFileExists(
LPCTSTR pszPath
);

Declare Function PathFileExists Lib "shlwapi.dll" Alias "PathFileExistsA" (ByVal pszPath As String) As Long