Not sure what it means to "...add an instance of the class at run-time instead of adding the control."

It means that in the Visual Class Designer, Create a Winsock subclass by creating a class based on the OLEcontainer control and inserting the winsock control ( C:\WINNT\System32\mswinsck.ocx ).

Then, instantiate your custom winsock class using CREATOBJECT().