If all you want to do is create a socket connection and receive and send from that socket, an ActiveX control or applet are not needed. The System.Net.Socket class should be all that you need.
P.S. - For ease of use, there are also the TcpClient and UdpClient classes.
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"The night sky over the planet Krikkit is the least interesting sight in the entire universe."
-Hitch Hiker's Guide To The Galaxy