It compiles and runs, but [my code?] doesn't work.

Related question: also in the documentation,

   The Connected property gets the connection state of the Socket as of
   the last I/O operation. When it returns false, the Socket was either
   never connected, or is no longer connected.

Could it be that this is true only for connection state changes made
locally, or that it goes wrong after BeginRead has been called without a
callback?

If the connection (TCP, stream) is closed by the other side, Connected
remains True indefinitely.  Read attempts keep returning immediately with 0
bytes read, but without any indication of an error and without adjusting
the state of the Connected property.

I'm including a VB code snippet, running in a worker thread: after the
connection has been closed by the other side, it just keeps printing
"Empty" until the thread is killed.

ar = m_Socket.BeginReceive(RecvData, 0, RecvData.GetUpperBound(0), _
    SocketFlags.None, Nothing, Nothing)
WaitHandles = New WaitHandle() {ar.AsyncWaitHandle, [...]}

Do
   Select Case WaitHandle.WaitAny(WaitHandles, 100, False)
       Case 0  ' Data received
           If m_Socket.Connected Then
               Dim Bytes As Integer = m_Socket.EndReceive(ar)
               If Bytes > 0 Then
                   Dim s As String = Encoding.ASCII.GetString(RecvData, _
                                     0, Bytes)
                   Debug.WriteLine(Bytes & ";" & s)
                   [...]
               Else
                   Debug.WriteLine("Empty")
               End If
               [restart BeginReceive & re-initialize WaitHandles array]
           End If
       [Other cases]
   End Select
Loop While m_Socket.Connected

Hello!
You wrote  on Tue, 17 Aug 2004 11:04:10 +0200:

L> Basically, I would want use a worker thread that initializes a read on a
L> socket, and then uses WaitHandle.WaitAny on an array of handles, one of
L> which corresponds to the read operation.

What would you use as a WaitHandle? You can use Select method on a socket
and this will work (tried just yesterday).

With best regards,
Eugene Mayevski