using System;
using System.Collections.Generic;
using System.Text;
using System.Net;

namespace winhttptest
{
    class Program
    {
        static void Main(string[] args)
        {
            WinHttp.WinHttpRequest whr = new WinHttp.WinHttpRequest();
            string url = Console.ReadLine();
            while (url != string.Empty)
            {
                whr.Open("GET", url, false);                
                whr.Send("");
                string html = whr.ResponseText;
                Console.WriteLine(html);
                url = Console.ReadLine();
            }            
        }
    }
}

string html = whr.ResponseText;
html = Encoding.GetEncoding("GB2312").GetString(Encoding.UTF8.GetBytes(html));

------解决方案--------------------

C# code
using System;
using System.Collections.Generic;
using System.Text;
using System.Net;
using System.IO;

namespace winhttptest
{
    class Program
    {
        private static string GetResponse(string url)
        {
            url.Trim();
            HttpWebRequest req = (HttpWebRequest)WebRequest.Create(url);

            req.AllowAutoRedirect = true;
            req.MaximumAutomaticRedirections = 3; //text/xml;charset=uft－8
            req.UserAgent = "Mozilla/4.0 (compatible;MSIE 6.0;Windows NT 5.2;.NET CLR 1.1.4322)";
            req.Referer = req.RequestUri.ToString();
            req.KeepAlive = true;
            //req.Method = "Get";

            req.Timeout = -1;

            HttpWebResponse webresponse = null;
            try
            {
                webresponse = (HttpWebResponse)req.GetResponse();

                if (webresponse != null)
                {
                    StreamReader reader = new StreamReader(webresponse.GetResponseStream(), System.Text.Encoding.GetEncoding("gb2312"));
                    return reader.ReadToEnd();
                }
            }
            catch (System.Net.WebException ex)
            {
                return ex.Message;
            }
            if (webresponse != null)
            {
                return "";
            }

            return "";
        }

        static void Main(string[] args)
        {
            string html = GetResponse("http://news.sina.com.cn/c/2008-10-12/095416439207.shtml");
            Console.WriteLine(html);
            Console.ReadLine();
        }
    }
}

------解决方案--------------------

主要还是编码问题 有些是utf8 有些是gb2312   根据实际情况修改