jopp3

I'm making a mod for the game rtcw.
Everything is going good only when i want to download a file from a ftp server its i get the fellow errors (i use the winnet library or that):
l:\mod\mod\dev\g_client.o(.text+0x9a85):g_client.c : undefined reference to `InternetOpenA@20'
I thinks its is because im making a dll file because when i put the function i use in a new project and i dont make a dll its all good.
I found on http://msdn2.microsoft.com/en-us/library/aa385096.aspx that a dll requires wininet .dll but i have no idee wath they mean with that?
need i include wininet.dll in my project? if yes how i must do that.