If you are trying to run this on a server it could be that port 80 outbound is blocked or is going through a proxy server.
You might also want to try a different way to create the MSXML Object as there are different versions that work in different ways:-
CreateObject("MSXML2.XMLHTTP.3.0")
CreateObject("MSXML2.XMLHTTP")
CreateObject("Microsoft.XMLHTTP")
The last one is less likely to cause an server error as I believe it uses an Active X Component in the IE browser on the server, so it is like IE making the connection. However, it has been many years since I looked in to the MS XML HTTP Component, but I am sure that the last is more compatible with various Windows servers.
Edited by WebWiz-Bruce - 28 September 2010 at 8:19am