diff --git a/dlls/urlmon/bindprot.c b/dlls/urlmon/bindprot.c
index f97fc4f9765..936d078fb4b 100644
--- a/dlls/urlmon/bindprot.c
+++ b/dlls/urlmon/bindprot.c
@@ -105,9 +105,8 @@ static ULONG WINAPI BindProtocol_Release(IInternetProtocol *iface)
             IInternetProtocol_Release(This->protocol);
         if(This->bind_info)
             IInternetBindInfo_Release(This->bind_info);
-        if(This->protocol_sink)
-            IInternetProtocolSink_Release(This->protocol_sink);
 
+        set_binding_sink(PROTOCOL(This), NULL);
         heap_free(This);
 
         URLMON_UnlockModule();
@@ -172,10 +171,7 @@ static HRESULT WINAPI BindProtocol_Start(IInternetProtocol *iface, LPCWSTR szUrl
     IInternetBindInfo_AddRef(pOIBindInfo);
     This->bind_info = pOIBindInfo;
 
-    IInternetProtocolSink_AddRef(pOIProtSink);
-    This->protocol_sink = pOIProtSink;
-
-    IInternetProtocolSink_QueryInterface(pOIProtSink, &IID_IServiceProvider, (void**)&This->service_provider);
+    set_binding_sink(PROTOCOL(This), pOIProtSink);
 
     hres = IInternetProtocol_QueryInterface(protocol, &IID_IInternetPriority, (void**)&priority);
     if(SUCCEEDED(hres)) {
@@ -268,6 +264,25 @@ static HRESULT WINAPI BindProtocol_UnlockRequest(IInternetProtocol *iface)
     return IInternetProtocol_UnlockRequest(This->protocol);
 }
 
+void set_binding_sink(IInternetProtocol *bind_protocol, IInternetProtocolSink *sink)
+{
+    BindProtocol *This = PROTOCOL_THIS(bind_protocol);
+    IInternetProtocolSink *prev_sink;
+    IServiceProvider *service_provider = NULL;
+
+    if(sink)
+        IInternetProtocolSink_AddRef(sink);
+    prev_sink = InterlockedExchangePointer((void**)&This->protocol_sink, sink);
+    if(prev_sink)
+        IInternetProtocolSink_Release(prev_sink);
+
+    if(sink)
+        IInternetProtocolSink_QueryInterface(sink, &IID_IServiceProvider, (void**)&service_provider);
+    service_provider = InterlockedExchangePointer((void**)&This->service_provider, service_provider);
+    if(service_provider)
+        IServiceProvider_Release(service_provider);
+}
+
 #undef PROTOCOL_THIS
 
 static const IInternetProtocolVtbl BindProtocolVtbl = {
diff --git a/dlls/urlmon/urlmon_main.h b/dlls/urlmon/urlmon_main.h
index 631b60bc530..70906a174d5 100644
--- a/dlls/urlmon/urlmon_main.h
+++ b/dlls/urlmon/urlmon_main.h
@@ -71,6 +71,7 @@ HRESULT get_protocol_handler(LPCWSTR url, CLSID *clsid, IClassFactory **ret);
 HRESULT start_binding(LPCWSTR url, IBindCtx *pbc, REFIID riid, void **ppv);
 
 HRESULT create_binding_protocol(LPCWSTR url, IInternetProtocol **protocol);
+void set_binding_sink(IInternetProtocol *bind_protocol, IInternetProtocolSink *sink);
 
 static inline void *heap_alloc(size_t len)
 {