Modem and Serial Control

Hello , And I wanted To ask A Few Questions About Modem Using Via Vb
1. How Can I Check That An Information Was Recieved By The Modem (Other Program Uses That Information)
For Example : I Am Downloading A File With IE 5 And I Want My Program To Tell Me - Information Is being Sent
When I quite - Information Is Not Being Sent

2. When I Send Some Commands To The MOdem The Buffer Returns Me Response + THE COMMAND I SENT
For Example : If I Send AT I Get "AT OK " ? Why ?

Thanks Alot

Here's number 2: It sends back what you sent to the modem because the modem has echo turned on, so you could use a terminal and see what your typing.
Once the modem makes a connection, it doesn't echo.