HELP!!.. Method error when using XML..

I'm getting an error that says:

Method 'open' of obejct 'IXMLHTTPRequest' failed
I don't have any idea why?

This is whta I'm doing , I'm instant.
Dim ActivityXML As New XMLHTTP40

...and here is where is failing:
ActivityXML.Open "GET", senddata, False

Can anyone help me.....:confused:

Here's an example I found on the web.

Dim oXMLHTTP As MSXML2.XMLHTTP40
Set oXMLHTTP = New MSXML2.XMLHTTP40
oXMLHTTP.open "GET", [your XML returning URL], False
oXMLHTTP.send
msgbox oXMLHTTP.responseXML


So it looks like your "senddata" needs to be a URL.