CInternetSession GetFtpConnection() breakdown

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MFC

Hi, in my app I'm trying to establish a FTP connection using:

theApp.m_pConn = m_Session.GetFtpConnection(ip, usr, pwd, INTERNET_INVALID_PORT_NUMBER, FALSE );
// Note:
// CFtpConnection* m_pConn;
// CInternetSession m_Sesion;
// and ip,usr,pwd are CString's.  

In debug mode I track down the line where it crashes:

ASSERT_KINDOF(CInternetSession, pSession);

Any help would be really appreciated.

[edit]replaced <code> tags with <pre> tags for readability[/edit]

Here is the code snippet:

try {                                    // try to connect
    theApp.m_pConn = m_Session.GetFtpConnection(ip, usr, pwd, INTERNET_INVALID_PORT_NUMBER, FALSE );
}
catch (CInternetException* pEx) {        // catch errors from WinINet
    TCHAR szErr[1024];
    if (pEx->GetErrorMessage(szErr, 1024))
    {
        AfxMessageBox(szErr);
        pEx->Delete();
        theApp.m_pConn = NULL;
        return;
    }
    else
    {
        str.Format(CTXT_CONN_ERROR,"%s",name);
        //AfxMessageBox(str);
        ShowMsg(str);
    }
    pEx->Delete();
    theApp.m_pConn = NULL;
}