Thanks Michael.
I wrote this code but I have problems and debugger stop the program and
I dont' know a solution.
Sure I do an error but where is it ?

public delegate void CallBackDelegate(int hinternet, IntPtr dwcontext, int
dwstatus, IntPtr lpv, int dwstatuslength);
public static CallBackDelegate CallBack;

[DllImport("wininet.dll")]
public extern static CallBackDelegate InternetSetStatusCallback(int
hInternet,CallBackDelegate del );

public MyConstr()
{
InitializeComponent();
CallBack = new CallBackDelegate(CallBackFunction);
InternetSetStatusCallback(0,CallBack);}
}

public static void CallBackFunction(int hinternet, IntPtr dwcontext, int
dwstatus, IntPtr lpv, int dwstatuslength)
{
//---
}