Ho fatto un bel copia-incolla da un doc di MSDN, e l'ho messo come comando di un pulsante

codice:
Private Sub Command1_Click()
Dim hInternetSession       As Long
Dim hUrlFile               As Long
Dim sReadBuffer            As String * 4096     ' Grab 4k at a time
Dim sBuffer                As String
Dim lNumberOfBytesRead     As Long
Dim bDoLoop                As Boolean
hInternetSession = InternetOpen("My VB App!", _
         INTERNET_OPEN_TYPE_PRECONFIG, vbNullString, vbNullString, 0)
hUrlFile = InternetOpenUrl(hInternetSession, _
         "http://www.microsoft.com/", vbNullString, 0, INTERNET_FLAG_RELOAD, 0)
bDoLoop = True
While bDoLoop
   sReadBuffer = scBlankStr
      bDoLoop = InternetReadFile(hUrlFile, sReadBuffer, _
                  Len(sReadBuffer), lNumberOfBytesRead)
      sBuffer = sBuffer & Left$(sReadBuffer, lNumberOfBytesRead)
If Not CBool(lNumberOfBytesRead) Then bDoLoop = False
Wend
InternetCloseHandle (hUrlFile)
InternetCloseHandle (hInternetSession)


End Sub
mi dice 'Function not found' ad InternetOpen (in grassetto)

Devo far caricare qualcosa all'inizio?