How to get cached IE credentials from within activex app?

Question

Here is my setup:

1) 3.5 .net web app(windows authentication with AD) which uses activex to run VB.net application on the client side

2) That VB.net application on the client makes a webservice call

Here is what it currently uses for authentication

System.Net.CredentialCache.DefaultCredentials

This will get credentials of the user logged on the client machine. If user is within the correct domain it will work, however if user is logged in externally(outside of the domain), I need to get his IE credentials instead of system credentials.

He is a little graph:

IE -> Activex Control -> VB application on the client side

I hope there is way to programatically determine which IE session this activex is related to and then, get cached credentials from the IE instance?