Use the InternetGetConnectedStateEx() function to get what you want.
The following code is the declaration of the API function. For more information, see MSDN Library at this URL:http://msdn.microsoft.com/library/default.asp?url=/workshop/networking/wininet/reference/functions/internetgetconnectedstateex.asp

Declare Function InternetGetConnectedStateEx Lib "wininet.dll" Alias "InternetGetConnectedStateExA" (ByRef lpdwFlags As Long, ByVal lpszConnectionName As String, ByVal dwNameLen As Long, ByVal dwReserved As Long) As Long

Const INTERNET_CONNECTION_CONFIGURED = &H40&
Const INTERNET_CONNECTION_LAN = &H2&
Const INTERNET_CONNECTION_MODEM = &H1&
Const INTERNET_CONNECTION_OFFLINE = &H20&
Const INTERNET_CONNECTION_PROXY = &H4&
Const INTERNET_RAS_INSTALLED = &H10&