The example code you are using is worth 10000 of your words describing it. Please post the code.
Since you are using the Philips HTTP Library, then yes, everything is asynchronous. Calling the library will cause a socket to be opened which will process data asynchronously. To make things synchronous you'd need to mimic the code in the Philips library and when your HTTP Request return the final Ready State and a 200 OK, then you would want to start the next task or use scheduleAfter to schedule the next task after some time (a task queue).
How are you doing this delay of Wait 20 seconds or so?
If you are using System.delay, then you should really see this in the Dev Guide.
delay() Wait for a specific time. This blocks script execution during the specified time.
If you are doing this, then the Pronto is waiting 20 seconds but while it is waiting, it is not doing any of the socket processing in the HttpLibrary.
Sytem.delay(20000) should be avoided at ALL COSTS.
