First off, Project.Add Reference
Go to the COM tab, seach for microsoft winsock control 6.0 (THis is assuming you have the library, or vb6 installed)
After you've added that reference, add the control to your tool box. Once again, COM tab.
Hope this helps.
It returns a bit string. Simply convert into a string, like this.
Dim objData As Object
Dim strData As String
Dim ndx As Integer
For ndx = 0 To UBound(objData)
strData = strData + Chr(objData(ndx))