hI ive made a proxy and i wanted to make a filter how do I it?

Code:
 Public Sub Winsock1_DataArrival()
        Dim Data As Object
        Dim rByte As Byte

        Winsock1.GetData(Data)

        If Data = ?? Then 'Filter Here
          Msgbox(??.ToString)
        End If

    End Sub
the code above doesnt work I need some help..