I found this. Simpler than the accepted answer, and works with .NET v2
Socket socket = new Socket(AddressFamily.InterNetwork, SocketType.Stream, ProtocolType.Tcp);
// Connect using a timeout (5 seconds)
IAsyncResult result = socket.BeginConnect( sIP, iPort, null, null );
bool success = result.AsyncWaitHandle.WaitOne( 5000, true );
if ( socket.Connected )
{
socket.EndConnect( result );
}
else
{
// NOTE, MUST CLOSE THE SOCKET
socket.Close();
throw new ApplicationException("Failed to connect server.");
}
//...