You need to use the ServicePoint.BindIPEndPointDelegate
callback.
http://blogs.msdn.com/b/malarch/archive/2005/09/13/466664.aspx
The delegate is called before the socket associated with the httpwebrequest attempts to connect to the remote end.
public static IPEndPoint BindIPEndPointCallback(ServicePoint servicePoint, IPEndPoint remoteEndPoint, int retryCount)
{
Console.WriteLine("BindIPEndpoint called");
return new IPEndPoint(IPAddress.Any,5000);
}
public static void Main()
{
HttpWebRequest request = (HttpWebRequest) WebRequest.Create("http://MyServer");
request.ServicePoint.BindIPEndPointDelegate = new BindIPEndPoint(BindIPEndPointCallback);
HttpWebResponse response = (HttpWebResponse)request.GetResponse();
}