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uses ... WinInet, ... ;

...

if InternetGetConnectedState(nil, 0) then
   ShowMessage('Ja, logen doch')
else
   ShowMessage('Nööö, doch nicht');
...                    

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Function IsConnected : Boolean;
var reg: TRegistry;
      buff: dword;
begin
    reg := tregistry.Create ;
    Reg.RootKey := HKey_local_machine;
    if reg.OpenKey('\System\CurrentControlSet\Services\RemoteAccess',false) then begin
       reg.ReadBinaryData('Remote Connection',buff,sizeof(buff));
       result := buff = 1;
       reg.CloseKey ;
       reg.Free ;
    end;
end;                    

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procedure TForm2.Button2Click(Sender: TObject);
begin

 If IsConnected = true then begin
    StaticText1.Font.Color := clgreen;
    StaticText1.Caption := ' online ';
  end
  else begin
    StaticText1.Font.Color := clred;
    StaticText1.Caption:=' offline ';
  end;
end;