Should I have 100s of winsock connections open/close.. or keep them open (hard Q)?

Hello
Ive got a server to which many clients connect to.

They each are given a few tasks to complete - which may or may not take a long time to finish, and after each task is done they send back the result.

This has caused massive amounts of problems for me. Right now I keep the connections open all the time. My server listens on one particular winsock control on a particular port to which all clients connect. It then accepts the connection request thru a second array of winsocks, so each client is connected to the server via the array via one connection.

There is generally no problem sending out the tasks thru that single connection/client - but receiving is a problem. The client may need to send back a few hundred kb at a time but since it was completing several tasks at once - it is not always received correctly. My guess is because taskA is sending data thru the connection at the same time as taskB - and the data isnt received right (each task sends its data via a <start> and an <end> string so I know where the start/end of data is and when transmission is over). Its important to note that the tasks are multithreaded (via a 3rd party control)

The data is sent in one line per task. winsock.SendData theResult. But many tasks can complete at around the same time. I thought that VB would wait until the data was completely sent (for one lines code) before moving on... but I dont think this is happening. I even tried adding a DoEvents but to no avail - I still cant receive the data properly. Maybe winsock is 'skipping over' some data - I dont know. (Kinda like when if you 'break' the application winsock does not get incoming data and when you resume it still wont pick it up)

So Ive got 2 options..
1) Somehow figure out how to receive data properly when multiple tasks finish on a client at around the same time and they send data at the same time - basically making the program send the data of a task and not continue until the data has been sent, then send another tasks data.

2) Use many connections. Basically the max # of tasks running at once will be about 10. So the idea is to have another winsock array of 10, each dedicated to one task, and when a task is completed - connect thru the winsock array, send the data, and when the server receives it - it disconnects.

3) A mixture of 1 and 2 - have the 10 winsocks connect to the server and be open at the same time, then I can just send data and receive via a specific winsock array control and there is no problem distinguishing taskA from taskB from taskC on a client, or client from client.

But honestly.. I dont know if its 'bad' to have lots of connections open and close all the time. And I dont know if its 'bad' to have thousands of connections open at the same time either..

What do you guys think?