how to logout from web server

Hi allll

I am communicating with a webservice through a console application which communicate via Telit GM862 Quad modem.

In my console application am just entering the AT commands ,getting the responses from modem through comport to my console application .

Read write to comport operations are done by threads.

Now the problem comes after am getting CONNECT indication from modem.i just entered GET / HTTP/1.1

Host: *******

Connection: Keep-alive

After finishing the required opertion with web service ,"how would i logout from that web service "

Here my control not coming to Console.