Returns the last recorded error in the form of an array or string (depending upon the context)
containing the error number and an error description. Can be applied on any
Win32::Internet object (FTP sessions, etc.). There are three types of errors you can encounter,
recognizable by the error number returned:
A "trivial" error has occurred in the package. For example, you tried to use a method on the wrong type of object.
1 through 11999
A generic error has occurred and the Win32::GetLastError error message is returned.
12000 and higher
An Internet error has occurred; the extended Win32 Internet API error message is returned.