The response object is only available after this line:
Code:
response.Value = request.GetAsyncResponse
So your code should look something like:
Code:
...
request.GetAsyncResponse
End Sub
Sub request_Response
response.Value = request.GetAsyncResponse
regex.New1("PHPSESSID=.[a-zA-Z0-9]+")
match.New1
match.Value = regex.Match(response.Headers)
Session_ID = match.String
...
About the stream, see the manual for an example of using Response.GetAsyncStream:
HTTP