Asynchronous Pluggable Protocol Issues on IE8

[Pascal]

I'm intercepting HTTP/HTTPS request headers sent by IE inside a BHO
written using MFC. I am using the Passthrough Asynchronous Pluggable
Protocol classes generously provided by Igor Tandetnik on these
forums. On IE6 and IE7 everything appears to work perfectly. However,
on IE8 the HTTP requests relating to the first web page simply never
get intercepted. All subsequent HTTP requests get intercepted
normally. I am using the following code before CWinApp::InitInstance
is excuted in the BHO

CComPtr<IInternetSession> spSession;
CoInternetGetSession(0, &spSession, 0);
MetaFactory::CreateInstance(CLSID_HttpProtocol, &m_spCFHTTP);
spSession->RegisterNameSpace(m_spCFHTTP, CLSID_NULL, L"http", 0, 0,
0);
MetaFactory::CreateInstance(CLSID_HttpSProtocol, &m_spCFHTTPS);
spSession->RegisterNameSpace(m_spCFHTTPS, CLSID_NULL, L"https", 0, 0,
0);

Any ideas would be greatly appreciated.