maby http://www.vbip.com/forum/topic.asp?id=2984&keyword=winsock%20license and http://forum.valhallalegends.com/phpbbs/index.php?topic=11582.0 - (visual basic programming forum) could be of some help?
I asked about something like this, you need to reference the Winsock DLL in your code then you can use it as an object in a class.
Just use a freeware class module that mimics the Winsock functionality. No need to write your own or use the control.