http://bugs.winehq.org/show_bug.cgi?id=27893
--- Comment #6 from ocean04@suomi24.fi 2011-08-11 00:34:36 CDT --- It says that here.
http://support.microsoft.com/kb/290761
"ServerXMLHTTP is designed for server applications and relies on a new HTTP client stack, WinHTTP"
Btw, I noticed that this small example I gave + winetricks msxml3 hits a bug in Winhttp