[HelloMyNameIsWalter]

HINTERNET hInternet = InternetOpen("ValidURL", INTERNET_OPEN_TYPE_PRECONFIG, 0, 0, 0);

Since you can't seem to form a question, The above useragent and open type could be giving you issues.

[HelloMyNameIsWalter]

HINTERNET hInternet = InternetOpen("Mozilla/5.0 (Windows NT 6.1; Win64; x64; rv:25.0) Gecko/20100101 Firefox/29.0", INTERNET_OPEN_TYPE_DIRECT, 0, 0, 0);

This may or may not fix it, Just a heads up the original code is not a dll.

[HelloMyNameIsWalter]

well it's not fixed and how u mean it's not a dll ? :/

Why don't you read up on how to make a DLL rather than just begging for a solution. It should be obvious that this is not a DLL