Create a new instant is the faster solution. (I think So)
Properly you can have 2 form:
frmMain.frm >> Consits of a WinSock Control.
frmWSck.frm >> Also Consits of a Winsock Control.
Set thr frmMain.frm as you startup form. So when ever the Winsock control in the frmMain.frm received as Connection Request then it create a new instant for the frmWSck.frm and therefore, you'll have a multiple Winsock connection.
Code:
'Under the frmMain.frm Winsock control
Private Sub Winsock1_ConnectionRequest(ByVal requestID As Long)
Dim nWsck As New frmWSck
Load nWsck
End Sub
:)