If this key does not exist, you cannot use this method.

Private Sub Form_Load()
Dim hKey As Long
Dim value(1 To 256) As Byte
Dim length As Long
Dim value_type As Long
Dim txt As String

    lblConnected.Caption = "Error"

    ' Open the key.
    If RegOpenKeyEx(HKEY_LOCAL_MACHINE, _
        "System\CurrentControlSet\Services\RemoteAccess", _
        0&, KEY_ALL_ACCESS, hKey) <> ERROR_SUCCESS _
    Then
        MsgBox "Error opening key."
        Exit Sub
    End If
    
    ' Get the subkey's value.
    length = 256
    If RegQueryValueEx(hKey, "Remote Connection", _
        0&, value_type, value(1), length) _
            <> ERROR_SUCCESS _
    Then
        MsgBox "Error getting subkey value."
    Else
        ' Convert the binary value into a string value.
        txt = Format$(Hex$(value(1)), "00 ") & _
              Format$(Hex$(value(2)), "00 ") & _
              Format$(Hex$(value(3)), "00 ") & _
              Format$(Hex$(value(4)), "00")
        lblConnection.Caption = txt

        If value(1) = 0 And value(2) = 0 And value(3) = 0 _
            And value(4) = 0 Then
            lblConnected.Caption = "Not connected"
        Else
            lblConnected.Caption = "Connected"
        End If
    End If

    ' Close the key.
    If RegCloseKey(hKey) <> ERROR_SUCCESS Then
        MsgBox "Error closing key."
    End If
End Sub