Well I'm still having some problems with winsock myself but I do know that the connect method is asynchronous. So sometimes your loop will wait long enough for winsock to connect and sometimes your code will execute too soon.

Try putting the code (without the wait loop) in the connect event of the winsock control. (it is confusing but winsock has both a connect method and a connect event) The connect event should fire after the connect goes through. (You might want to check the state though)

HTH
-- Chris