winsock control DataArrival Event Method

Hi,

i create a winsock control dynamically, when a connect request comes in:

aNewSock = New AxMSWinsockLib.AxWinsock()
aNewSock.CreateControl()

aNewSock.Accept(e.requestID)

how can i define a DataArrival-Method für aNewSock ?
Is Invoke the right method to define a callback function ?

thanks for help