Internet Connection and multiple threads

Hi, All!

It seems like there is a problem with WinInet classes. I have a lot of threads each with opened connection. It's working fine but there are connections that just freeze for a while (something like few mins) doing nothing and only than they are closed. Does anyone know how at least to close this freezed connection, but it will be better to know how to prevent this situation. Timeout is not working :(. My program is not a spider, it is a Web-side searcher, which opens up to five connections per request so with a lot of users we're receiving a lot of opened connections. And even worse! This happens even when I tried to run it on local machine. Some connections are freezed but it occures less times.