CInternetSession - invalid handle type

I use CInternetSession to get HTTP files. My application is multi-threaded. The code to get the files is like this:


CHttpConnection* pServer = NULL;
     CHttpFile* pFile = NULL;

    TRY
    {
          if (mysession == NULL) mysession = &defaultsession;
          mysession->SetOption(INTERNET_OPTION_CONNECT_TIMEOUT, 1000 * 20);
          mysession->SetOption(INTERNET_OPTION_CONNECT_BACKOFF, 1000);
          mysession->SetOption(INTERNET_OPTION_CONNECT_RETRIES, 2);

          CString s = url;
          //CStdioFile *remotefile = mysession.OpenURL(s,1,INTERNET_FLAG_TRANSFER_BINARY);
         
          CString strServerName;
          CString strObject;
          INTERNET_PORT nPort;
          DWORD dwServiceType;
          const TCHAR szHeaders[] =_T("Accept: */*\r\n");

          if (!AfxParseURL(s, dwServiceType, strServerName, strObject, nPort))
          {
          }
          //DWORD time = GetTickCount();
          pServer = mysession->GetHttpConnection(strServerName, nPort);
          //TRACE("get connection:%d\n",GetTickCount()-time);
          //time = GetTickCount();
          pFile = pServer->OpenRequest(CHttpConnection::HTTP_VERB_GET, strObject);
          pFile->AddRequestHeaders(szHeaders);
          if (!pFile->SendRequest()) {
               AfxMessageBox("Failed");
               THROW(new CException());
          }
         
          //TRACE("Send request:%d\n",GetTickCount()-time);
          //time = GetTickCount();
     
          DWORD dwRet;
          pFile->QueryInfoStatusCode(dwRet);

Error occurs at QueryInfoStatusCode call. The stack trace is:

CInternetFile::AssertValid() line 1307 + 25 bytes
CHttpFile::AssertValid() line 2281
AfxAssertValidObject(const CObject * 0x009e31c0 {FILE*=0x00000000 name=???}, const char * 0x5f4cdb80 THIS_FILE, int 2225) line 108
CHttpFile::QueryInfoStatusCode(unsigned long & 3435973836) line 2226
GetHttpFile(CString {"http://203.239.186.211:8080/webdemo/kyoto/map01.ipq/a1"}, unsigned char * & 0xcccccccc, int & -858993460, CInternetSession * 0x009e5678 {CInternetSession}) line 468

The code of CInternetFile where error occurs is:

if (IsKindOf(RUNTIME_CLASS(CHttpFile)))
          {
               ASSERT(dwResult == INTERNET_HANDLE_TYPE_HTTP_REQUEST);
          }

Value of dwResult is 4096 (INTERNET_HANDLE_TYPE_HTTP_REQUEST is 13).

I have one default session for generic requests (single threaded), some other sessions (one at a time) to retrieves many files (multi-threaded). The errors occurs on both types of session.
Any idea to get over this?