Socket create fails in DLL ?

hi all,

I have a dll for my app's communication purposes. The dll uses CSocket
for communication. The application is in C# and dll is written in
managed c++.
On calling 'Connect' mthd of dll, a socket is created and connected to
server. Everything works fine till this. My aim is to reconnect
automatically whenever connection fails.
When connection is lost, CSocket raises OnClose event. This will notify
dll consumer tht connection is lost. There i starts a thread (Delegate)
and calls dll's Connect mthd again. This time socket creation fails
giving error 10035 'A required resource is unavailable'. The connect
mthd in DLL goes like this;

bool Connect(char* szHostName , int nPortNum )
{
    bool bRet = false;

    if(m_sock == NULL)
    {
        if(!AfxSocketInit())
        {
            printf("Couldn't StartUp Socket : %d",WSAGetLastError());
            return false;
        }
    }

    if(m_sock != NULL) //Reconnect attempt
    {
        m_sock->Close();
        delete m_sock;
        m_sock = NULL;
    }

    /************** CREATE SOCKET ******************/
    m_sock = new CSock(this); //CSock is the CSocket derived class.
    try
    {
        bRet =
m_sock->Socket(SOCK_STREAM,FD_READ|FD_WRITE|FD_CONNECT|FD_CLOSE,
IPPROTO_TCP, AF_INET); //Pblm here
    }
    catch(CException *e)
    {
        char szLog[512];
        e->GetErrorMessage(szLog,500,NULL);
        CString str;
        str.Format("Create socket error - %s.",szLog);
        MessageBox(0,str,"DLL Error",0);
    }

    /************** CONNECT SOCKET ******************/
    try
    {
        bRet = m_sock->Connect((LPCSTR)szHostName, (UINT)nPortNum);
    }
    catch(CException *e)
    {
        char szLog[512];
        e->GetErrorMessage(szLog,500,NULL);
        MessageBox(0,szLog, "DLL Error",0);
    }

    return bRet;
}

thanks
abin