How to write asynchronomus net application with wininet?

Let's assume you have to write a code that is called from the main thread in every minute. You cannot use MFC :( (ask my project manager why?:)). That's ok, but when for example OpenURL is called hangs the whole program. If I set the INTERNET_FLAG_ASYNC flag at InternetOpen the InternetOpenUrl returns immediatelly, but the internet handle it returns with is always zero. My questions are the following:

1. Where do I know from if the InternetOpenUrl succeded?
2. Where can I read the internet handle out from?

Thanks for your help, I'll be very happy if you can answer!!

nermal