if (WINHTTP_INVALID_STATUS_CALLBACK == ::WinHttpSetStatusCallback(
        request,
        Callback, 
        WINHTTP_CALLBACK_FLAG_ALL_NOTIFICATIONS,
        0)) // reserved
    {
        // Call GetLastError for error information
    }

    typedef void ( CALLBACK *WINHTTP_STATUS_CALLBACK)(
      _In_  HINTERNET hInternet,
      _In_  DWORD_PTR dwContext,
      _In_  DWORD dwInternetStatus,
      _In_  LPVOID lpvStatusInformation,
      _In_  DWORD dwStatusInformationLength
    );