URL Blues: how to get the filename from a URL?

I''m trying to extract the filename from a URL loaded in the Web Browser Control (e.g. 'webpage.htm'). The problem is that when pointing to a complete URL or a directory, the filename is not showed. E.g. when visiting VBF, the URL is 'http://www.vbforums.com', while you're actually visiting 'http://www.vbforums.com/index.php'.

I need to get those 'index.*' filenames; I've tried with the 'location' object of the Web Browser Control, but it doesn't seem to be possible to retrieve the filename that way.

So I'm hoping for other methods to retrieve the filename; can you feed a URL to the Winsock or Inet control and get the filename in return, as part of the Header info or so? Or ping out to a URL and get the filename? I'm open to any suggestion.

This problem has been bugging me for days and the one who solves it will receive some ratings, not to mention my Eternal Gratitude... :D