首先当然是利用Wininet.lib库了，添加头文件#include "WinInet.h"和库#pragma comment(lib,"Wininet.lib")，本人最开始时使用同步下载，但是发现下载600K左右的文件都不能下下来，网络自己会断掉，很奇怪，于是我采用异步方式。

#include "stdafx.h"
#include "WinInet.h"
#pragma comment(lib,"Wininet.lib")
void CALLBACK InternetProc(HINTERNET hInternet, DWORD_PTR dwContext, DWORD dwInternetStatus, LPVOID lpvStatusInformation, DWORD dwStatusInformationLength);

void test()
{

char *buffer = new char[2024] ;
hConnectedEvent = CreateEvent(NULL, FALSE, FALSE, NULL);
hRequestOpenedEvent = CreateEvent(NULL, FALSE, FALSE, NULL);
hRequestCompleteEvent = CreateEvent(NULL, FALSE, FALSE, NULL);

m_hSession = InternetOpen(L"ttt", INTERNET_OPEN_TYPE_PRECONFIG, NULL, NULL, INTERNET_FLAG_ASYNC);
// asynchronous transfer mode
if (m_hSession == NULL)
{
printf("Internet open error!");
return;

}
if(InternetSetStatusCallback(m_hSession, (INTERNET_STATUS_CALLBACK)InternetProc)
== INTERNET_INVALID_STATUS_CALLBACK)
{
printf("创建回调失败!");
}

m_hConnection = InternetConnect(m_hSession, L"dt.163.com", 80,L"",L"",INTERNET_SERVICE_HTTP, 0, 1);

if (m_hConnection == NULL)
{
if (GetLastError() != ERROR_IO_PENDING)
{
printf( "InternetConnect failed, error " );
return;
}
WaitForSingleObject(hConnectedEvent, INFINITE);
}

m_hRequest = HttpOpenRequest(m_hConnection,L"GET",L"/images/news/0605/news02053101_5.jpg",
HTTP_VERSION, NULL, 0, INTERNET_FLAG_DONT_CACHE, 2); //HTTP_VERSION "HTTP/1.0"

if (m_hRequest == NULL)
{

if (GetLastError() != ERROR_IO_PENDING)
{
printf("InternetRequest Failure!");
return;
}
// Wait until we get the request handle
WaitForSingleObject(hRequestOpenedEvent, INFINITE);

}
BOOL bSendRequest = HttpSendRequest(m_hRequest, NULL, 0, 0, 0);
if (bSendRequest == FALSE)
{
printf("SendRequest Failure!");

}

WaitForSingleObject(hRequestCompleteEvent, INFINITE);

BOOL hwrite;
DWORD written;
HANDLE createfile;
createfile=CreateFile(L"//sss.jpg",GENERIC_WRITE,0,0,CREATE_ALWAYS,FILE_ATTRIBUTE_NORMAL,0);
if (createfile==INVALID_HANDLE_VALUE)
{
printf("Create jpg error!");
return;
}
TCHAR bufQuery[32] = {0};
DWORD dwLengthBufQuery = sizeof(bufQuery);
HttpQueryInfo(m_hRequest, HTTP_QUERY_CONTENT_LENGTH, bufQuery, &dwLengthBufQuery, NULL);

DWORD dwFileSize = (DWORD)_wtol(bufQuery); //get the length of received file
printf("%d/n",dwFileSize);

DWORD dwBytesRead;

while(1)
{
InternetReadFile(m_hRequest,buffer,sizeof(buffer),&dwBytesRead);
if(dwBytesRead == 0)
break;
hwrite=WriteFile(createfile,buffer,sizeof(buffer),&written,NULL);
if (hwrite==0)
{
printf("Write error!");
break ;
}
}

delete buffer;
CloseHandle(createfile);
InternetCloseHandle(m_hSession);
InternetCloseHandle(m_hConnection);
InternetCloseHandle(m_hRequest);

}
void CALLBACK InternetProc(HINTERNET hInternet, DWORD_PTR dwContext, DWORD dwInternetStatus,
LPVOID lpStatusInfo, DWORD dwStatusInformationLength)
{
printf( "Callback dwInternetStatus: %d/r" , dwInternetStatus);