Run-Time Check Failure #2 - Stack around the variable 'check' was corrupted. while trying to read data with WinHttpReadData function - c++

Question

I'm trying to build an integrated browser with winHttp
and I get run time failure (stuck corruption) while I'm trying to read data.
I debugged it a lot so I have some idea about where it's happening but I'm not sure why.
I use similar idea to this code example.
relevant code:
main.cpp
int main()
{
WinHttpCheck check;
char urlInput[200];
printf("Enter url: ");
gets_s(urlInput);
printf("getting: %s\n", urlInput);
check.GET(urlInput, NULL);
}
WinHttpCheck.cpp
void WinHttpCheck::GET(const char* url, const char* extraHeaders){
...
do // let's try to read data
{
// Check for available data.
st.dwSize = 0;
if (!WinHttpQueryDataAvailable(st.request, &st.dwSize))
{
reportError("WinHttpQueryDataAvailable");
break;
}
// No more available data.
if (!st.dwSize)
break;
// Allocate space for the buffer.
st.pszOutBuffer = new char[st.dwSize + 1];
if (!st.pszOutBuffer)
{
reportError("zbeng_StreamStart_GET", true/*out of memory*/);
break;
}
// Read data
ZeroMemory(st.pszOutBuffer, st.dwSize + 1);
st.bResults = WinHttpReadData(st.request, (LPVOID)st.pszOutBuffer,
st.dwSize, &st.dwDownloaded);
if (!st.bResults)
{
reportError("WinHttpReadData");
}
else
{
printf("%s", st.pszOutBuffer);
}
delete[] st.pszOutBuffer;
// This condition should never be reached since WinHttpQueryDataAvailable
// reported that there are bits to read.
if (!st.dwDownloaded) break;
} while (st.dwSize > 0);
...
}
I think there's a connection to the check var in main.cpp because if I'm changing
WinHttpCheck check;
to:
WinHttpCheck *check = new WinHttpCheck();
I have heap corruption.
extra info:
WinHttpCheck.h
class WinHttpCheck
{
...
private:
WinHttpSubtransport st;
}
// lpOutBuffer is the ptr for the dynamically allocated buffer
typedef struct WinHttpSubtransport
{
DWORD dwSize = 0;
DWORD dwDownloaded = 0;
LPSTR pszOutBuffer = NULL;
BOOL bResults = FALSE;
LPVOID lpOutBuffer = NULL;
HINTERNET session = NULL,
connect = NULL,
request = NULL;
} WinHttpSubtransport;
should I use global variables like in the code example? I thought maybe ZeroMemory or WinHttpReadData is getting wrong dwSize but I checked it and it seems alright and there is no reported error from the function reportError.