Vc realize the download HTTP source code can be used to make a little change to realize multithreading and netants download to want to learn HTTP download all of us can be used as a good reference

HttpTest
........\myWinInet_1.aps
........\myWinInet_1.clw
........\myWinInet_1.cpp
........\myWinInet_1.dsp
........\myWinInet_1.dsw
........\myWinInet_1.h
........\myWinInet_1.ncb
........\myWinInet_1.opt
........\myWinInet_1.plg
........\myWinInet_1.rc
........\myWinInet_1Dlg.cpp
........\myWinInet_1Dlg.h
........\ReadMe.txt
........\Release
........\.......\myWinInet_1.exe
........\res
........\Resource.h
........\res\myWinInet_1.ico
........\...\myWinInet_1.rc2
........\StdAfx.cpp
........\StdAfx.h

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