Sets an Internet option on a given connection handle. The handle can be either an Internet handle or the Http handle so this method has to be called after the connection has been opened. It is meant primarily for internal purposes.
The handle for the connection that this flag applies to. It'll be one of these two:
The WININET option to be set. These are the values from WININET.H that are set.
The value to set it to. Check MSDN for settings available.
See also:West Wind Web Connection
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