"I'm still running SP1 so that would explain the problem."

Quite likely. I used a utility to check the dlls on my system and CoInternetSetFeatureEnabled is in my current version but missing from some older backup copies. Installing SP2 (or maybe better SP3) should get you past that hurdle at least.. Of course, backing up your system before installing the SP never hurts :-)

You also might to read up on changes regarding managing your firewall/anti-virus etc.www.pcworld.com/article/117422/internet_tips_tweak_windows_xp_sp2_security_to_your_advantage.html

"Democracy is a pathetic belief in the collective wisdom of individual ignorance." - H. L. Mencken