Sending HTTP requests with VBA from Word

I am trying to send data from a Word document to a web page. I have found some code, pasted it into a new module, and saved it. When I run it I get "compile error, user defined type not defined"

My code:

Sub http()

  Dim MyRequest As New WinHttpRequest

    MyRequest.Open "GET", _
    "http://www.google.com"

    ' Send Request.
    MyRequest.Send

    'And we get this response
    MsgBox MyRequest.ResponseText

End Sub