how to check if file exists on a server

hello !
i want to make a scanner for files...but i need to check if a file exists on a server...
the only problem is that InternetOpenURL always returns ok, even if the file doesn't exists, so i have to seek in file to really check if the file exists...
also, i don't really know what messages are sent to the asynchronous function if a server doesn't exists, or a server doesn't exists...i need that to be able to make multiple simultaneous connections, for the scanner...
thanx !