problem with FTPGetFile when used asynchronously

I have a code that downloads a file, asynchronously, from an FTP server. I call FTPGetFile with a dwContext. In my call back function, i have a switch statement as shown

switch(dwInternetStatus)
{
.
.
.
case INTERNET_STATUS_REQUEST_COMPLETE:

switch(dwContext)
{
.
.
case CONTEXT_GET:
//do something
break;
.
.
etc...
}
.
.
}

CONTEXT_GET is the application defined value that is passed in as dwContext in FTPGetFile.
After the File is downloaded, the call back function should receive the INTERNET_STATUS_REQUEST_COMPLETE status with the dwContext == CONTEXT_GET.

It works perfectly on XP, 2000, NT and 95. However, on a 98 machine, I never get CONTEXT_GET. Consequently, there is no way of knowing that the file download has completed.

Has anyone ever faced anything like this before?

Thanks,
sowmya