MFC - Downloading webpages, managining dynamic content

I'm trying to download full websites using CInternetSession. I'm trying to do something similar to Jdownloader- http://jdownloader.org/
Occured few problems:
1. There a "blind spots" when im opening .htm- no images at all, except google ads. So the question is: Do i have to parse source code, fish out all "href" links and download additional data separately into appropriate folders? like:<img href="/image/logo.jpg"

2. What about redirects? Frames loading other websites after 4ex. ~2 second. How can i force my code to wait for additional data?

3. Is there any possibility to use threads with CInternetSession to download and manage 10 websites simultaneously(Asynchronous communication)?

4. Finally - dynamic content. What about javascript counters 4ex. filesonic.com,duckload.com etc. How can i actually click buttons after 30 seconds? How can i close ad banners via "X" button on the frame? Right now my code downloads webpage as it is in "this" moment.

That's my code:

Code:

---

        CInternetSession session;
        CHttpConnection* pServer = NULL; 
        CHttpFile* pFile = NULL;

        DWORD dwRet;
try
{
        CString buba("filesonic.com");
        CString headerki("User-Agent: Mozilla/4.0 (compatible; MSIE 7.0; Windows NT 5.1; Trident/4.0; .NET CLR 2.0.50727; .NET CLR 3.0.4506.2152; .NET CLR 3.5.30729)\r\nAccept: image/gif, image/png, image/x-xbitmap, image/jpeg, image/jpg, image/pjpeg, application/x-ms-application, application/x-ms-xbap, application/vnd.ms-xpsdocument, application/x-shockwave-flash, application/vnd.ms-xpsdocument, application/x-ms-xbap, application/x-ms-application, application/x-silverlight, */*\r\nConnection: Keep-Alive\r\nAccept-Language: en-US\r\n");
  INTERNET_PORT nPort=80;
        pServer = session.GetHttpConnection((LPCTSTR)buba,INTERNET_FLAG_NO_CACHE_WRITE,80);
        pFile = pServer->OpenRequest(CHttpConnection::HTTP_VERB_GET, _T(""));
        errors = pFile->AddRequestHeaders(headerki);
    pFile->SendRequest(headerki);
    pFile->QueryInfoStatusCode(dwRet);
        if (dwRet == HTTP_STATUS_OK)
                {
                  char *buff = new char[1024] ;
                CFile fp;
                fp.Open(_T("test.html"), CFile::modeCreate | CFile::modeReadWrite ) ;
                int bytes;
                while (pFile->Read(buff, 1023))
                        {
                        fp.Write ( buff, 1023 ) ;
                        for ( int i = 0 ; i < 1023 ; i++ )
                                buff[i] = 0 ;
                        }
                fp.Close( );
                delete[ ] buff ;
                }
  delete pFile;
  delete pServer;
}

---

Really? None had similar problem? Any advice would be nice