Can you describe in a little more detail what exactly you're doing?
Generally, you don't start receiving data until you explicitly do a
.BeginReceive when you use the async sockets. I have a wrapper for
AsyncTCP that I wrote...uses a "Connect" function, that does this:

   Public Sub Connect(ByVal ipAddress As String, ByVal port As
Integer)
       ' Create socket and connect
       If p_sw Is Nothing And p_LogFile <> "" Then
           p_sw = New IO.StreamWriter(p_LogFile, True)
           p_sw.AutoFlush = True
       End If
       p_socket = New Socket(AddressFamily.InterNetwork,
SocketType.Stream, ProtocolType.Tcp)
       p_socket.SetSocketOption(SocketOptionLevel.Socket,
SocketOptionName.KeepAlive, 0)
       Dim endPoint As New IPEndPoint(Net.IPAddress.Parse(ipAddress),
port)
       p_socket.Connect(endPoint)

       WriteToLog("Connection at " & Time)
       RaiseEvent Connected()
   End Sub

And then I start listening for data using this:

   Public Sub StartReceive()
       ' set up one receive packet
       Dim packet As New SocketPacket(p_socket)
       p_socket.BeginReceive(packet.Buffer, 0, packet.Buffer.Length,
SocketFlags.None, New AsyncCallback(AddressOf EndReceive), packet)
       p_rcvsWaitingCount += 1
   End Sub 'StartReceive

Which will then call your EndReceive method. This way, you shouldn't
end up with any sort of data arriving (at least, not getting processed)
before you're ready.