I have found the way to connect to internet with my VFP application.
That consiste of using InternetExplorer object like this :

ie=createobject(InternetExplorer.application)
ie.visible=.T.
ie.navigate('www.levelextreme.com')

this code is used to close the ie object :
ie.quit

that works well.

i would like to know now, all the properties of the InternetExplorer object.