About the link view error "ERROR_HTTP_HEADER_NOT_FOUND"

I write a program which want to spider a website.I use MFC such as CInternetSession,CHttpConnection,CHttpFile etc.I run it sucessfully in some site but failed in others.I meet this error:when i use CHttpFile::QueryInf(HTTP_QUERY_CONTENT_LENGTH,strInf) to query the first page of the site,it generate a error "HTTP_QUERY_CONTENT_LENGTH",the fuction return FALSE and the strInf is empty.I don't know why cann't i query the length of the page?Who can help me?Thanks very much!By the way,i run my program in local net using proxy.