Changing Internet Proxy Settings

How to do so in vb.net?

In vb6 you do this http://www.vbforums.com/showthread.php?t=449751 but then there is this as any and I wonder how to pass on the address of an object to the API also how to modify the program so we can put user authentication and password in VB using InternetSetOption

The code to specify proxy username and password is

InternetSetOption (hConnect, INTERNET_OPTION_PROXY_USERNAME,
(LPVOID) szUser, lstrlen (szUser);
InternetSetOption (hConnect, INTERNET_OPTION_PROXY_PASSWORD,
(LPVOID) szPass, lstrlen (szPass);

How to do so in vb.net?

In particular we can't have LPVOID in vb.net can we?

What the hell hConnect is?

This code seems like a good thing

http://www.codeproject.com/KB/IP/changeproxy1.aspx

I wonder how come there is no easy way to do this in vb.net

Moved From The CodeBank

Ups. Did I put this in codebank? Sorry. Yea, vb.net is the place to go. Soon I will have a code worthy of coebank though.