I'm writing a DLL that needs to retrieve data from a remote location, has anyone done this in FASM?

remote location as http?
use winsock.

yes, http. ?? winsock ?? Am I asking a noob question?

EDIT: OK google is my friend, thanks for pointing me in the right direction.

wininet.dll for simplicity
handles http sessions and supports cookies and ssl

Perfect! thanks

Also, you can check Quetannon on examples page of FASM.

I would suggest learning winsock first. Its sooo complicated if you want to get it right. If you have some questions ask i wont give you howto right now because winsock is so large that more efficient way is to answer as you go.