только когда я наконец понял разницу между Msxml2.XMLHTTP и Msxml2.ServerXMLHTTP

http://support.microsoft.com/kb/290761

XMLHTTP is designed for client applications and relies on URLMon, which is built upon Microsoft Win32 Internet (WinInet). ServerXMLHTTP is designed for server applications and relies on a new HTTP client stack, WinHTTP. ServerXMLHTTP offers reliability and security and is server-safe. For more information, see the MSXML Software Development Kit (SDK) documentation.

вдруг я нахожу WinHttp.WinHttpRequest ...

http://msdn.microsoft.com/en-us/library/aa382925(VS.85).aspx

Microsoft Windows HTTP Services (WinHTTP) provides developers with a server-supported, high-level interface to the HTTP/1.1 Internet protocol. WinHTTP is designed to be used primarily in server-based scenarios by server applications that communicate with HTTP servers.

Итак, чем это отличается от Msxml2.ServerXMLHTTP

(хорошо, неявный вопрос, какой я должен использовать ...)