you can specify vbByte in GetData, then receive bytes to an array, you can then output the bytes however you want, eg: chr , hex, left as a byte.
eg:
Code:
Private Sub Command1_Click()
Winsock1.Close
Winsock1.Connect "www.google.co.uk", 80

End Sub

Private Sub Winsock1_Connect()
Winsock1.SendData "GET /intl/en_uk/images/logo.gif" & vbCrLf & vbCrLf
End Sub

Private Sub Winsock1_DataArrival(ByVal bytesTotal As Long)
Dim data As String
Dim hxData As String
Dim buffer() As Byte
ReDim buffer(bytesTotal)
Winsock1.GetData buffer, vbByte, bytesTotal

Dim x As Integer
For x = 0 To bytesTotal - 1
    data = data & " [ " & buffer(x) & " ]"
    hxData = hxData & " [ 0x" & Hex(buffer(x)) & " ]"
Next x
Text1.Text = data
Text2.Text = hxData

End Sub