Here it is:
http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dnanchor/html/winhttp.asp
The WinHTTP 5.0 redistributable, Winhttp5.dll, runs on Windows XP, Windows 2000, and Windows NT 4.0 with Microsoft Internet Explorer 5.01 or later.

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I've been using this functionality in my application.

After deploying it to range of computers running Windows XP and Me, I had to create FoxPro class with interface similar to ServerXMLHTTP, though built on WinInet functions:
InternetCloseHandle
InternetReadFile
HttpSendRequest
HttpOpenRequest
InternetOpen
InternetConnect
InternetQueryDataAvailable
HttpQueryInfo