Found ,in the callback function,change all the INTERNET_STATUS_REQUEST_COMPLETE by this one
.elseif eax == INTERNET_STATUS_REQUEST_COMPLETE
;The lpvStatusInformation parameter contains the address of an
;INTERNET_ASYNC_RESULT structure
mov eax,lpvStatusInformation
mov edx,[eax].INTERNET_ASYNC_RESULT.dwError
push edx
.if edx != ERROR_SUCCESS
invoke wsprintf,addr phrase,TXT("Status: INTERNET_STATUS_REQUEST_COMPLETE dwResult!= ERROR_SUCCESS ",13,10),0
.else
invoke wsprintf,addr phrase,TXT( "Status: Request complete",13,10)
.endif
invoke WriteToBlocHeap,addr messages,addr phrase,0
pop edx
invoke ProcessRequest,context,edx