You refer wrong .DLL. MS Internet Transfer Control is in MSINET.OCX file - add it by choosing Tools|Options - Controls tab - ActiveX controls. Select checkbox of "Microsoft Internet Transfer Control 6.0" and add instance of this control to a form. Cancel method is not present in Procedure combobox of VFP code editor, but you can use it (in VFP7 it appears in IntelliSense dropdown list).