Можно подправить :
bool CHTTPReader::OpenConnection (LPCTSTR lpszServerName,LPCTSTR lpszLogin,LPCTSTR lpszPassword)
{
if (OpenInternet() && m_hConnection == NULL)
m_hConnection = ::InternetConnect(
m_hInternet,
lpszServerName?
lpszServerName:
m_lpszServerName?
m_lpszServerName:
TEXT("localhost"),
m_bUseSSL? INTERNET_DEFAULT_HTTPS_PORT: INTERNET_DEFAULT_HTTP_PORT,
lpszLogin,
lpszPassword,
INTERNET_SERVICE_HTTP,
0,
1u);

return CheckError(m_hConnection != NULL);
}
и должно заработать