Mike,
It's supplied by MS, I'm not sure of what installs it, Windows or IE. I know there is an article over on the Wiki that contains a link to a MS web tool that tells you what DLLs are installed by what versions of software at this address:
http://support.microsoft.com/servicedesks/fileversion/dllinfo.asp?fr=0&sd=msdn>I am not familiar with the MS Internet Transfer control. Is this part of VFP or is this a 3rd party product?