C# socket client question

Hi,

I can't quite get my head around a socket client application I am making.

I can connect to the socket server, send the subscribe request and receive the response but what I really need to do is

1) connect to the socket server
2) send the subscribe request
3) listen for responses and deal with them as they come in

Can anyone point me in the right direction?

I have been using the microsoft documentation http://msdn.microsoft.com/en-us/library/fx6588te.aspx
but I just can't get my head around the concept of sending and receiving on one socket.

Please help