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Первый примерчик:
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Private Declare Function InternetGetConnectedState Lib "wininet.dll" (ByRef lpdwFlags As Long, ByVal dwReserved As Long) As Long
Private Sub Form_Load()
    MsgBox "Is connected to the internet: " + CStr(IsConnected)
End Sub
Public Function IsConnected() As Boolean
    If InternetGetConnectedState(0&, 0&) = 1 Then
        IsConnected = True
    Else
        IsConnected = False
    End If
End Function

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Второй пример:
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Private Const INTERNET_CONNECTION_CONFIGURED = &H40
Private Const INTERNET_CONNECTION_LAN = &H2
Private Const INTERNET_CONNECTION_MODEM = &H1
Private Const INTERNET_CONNECTION_OFFLINE = &H20
Private Const INTERNET_CONNECTION_PROXY = &H4
Private Const INTERNET_RAS_INSTALLED = &H10
Private Declare Function InternetGetConnectedState Lib "wininet.dll" (ByRef lpdwFlags As Long, ByVal dwReserved As Long) As Long
Private Sub Form_Load()
    Dim Ret As Long
    Me.AutoRedraw = True
    'retrieve the connection status
    InternetGetConnectedState Ret, 0&
    'show the result
    If (Ret And INTERNET_CONNECTION_CONFIGURED) = INTERNET_CONNECTION_CONFIGURED Then Me.Print "Local system has a valid connection to the Internet, but it may or may not be currently connected."
    If (Ret And INTERNET_CONNECTION_LAN) = INTERNET_CONNECTION_LAN Then Me.Print "Local system uses a local area network to connect to the Internet."
    If (Ret And INTERNET_CONNECTION_MODEM) = INTERNET_CONNECTION_MODEM Then Me.Print "Local system uses a modem to connect to the Internet."
    If (Ret And INTERNET_CONNECTION_OFFLINE) = INTERNET_CONNECTION_OFFLINE Then Me.Print "Local system is in offline mode."
    If (Ret And INTERNET_CONNECTION_PROXY) = INTERNET_CONNECTION_PROXY Then Me.Print "Local system uses a proxy server to connect to the Internet."
    If (Ret And INTERNET_RAS_INSTALLED) = INTERNET_RAS_INSTALLED Then Me.Print "Local system has RAS installed."
End Sub