After I create my Internet.Application object using _IECreate, I use the following DLL call to change the user agent:
Description in API:
HRESULT UrlMkSetSessionOption(
DWORD dwOption,
__in_bcount_opt(dwBufferLength) LPVOID pBuffer,
DWORD dwBufferLength,
__reserved DWORD dwReserved
);
dwOption
[in] An unsigned long integer value that contains the option to set. This can be one of the following values.
INTERNET_OP