I Do this:

Dim DATA as string '// DATA = The whole picture.

Send it like this:

Winsock1.senddata DATA & "[/END OF FILE]"


And when you recive:

Code:
Private Sub Winsock1_DataArrival(ByVal bytesTotal As Long)
Dim DATA As String: Winsock1.GetData DATA, , bytesTotal

Static BUFFER As String

BUFFER = BUFFER & DATA

If InStr(BUFFER, "[/END OF FILE]") Then

'// Her you have the whole picture recived on (BUFFER)  :D
MsgBox BUFFER

End If

End Sub
Hope you get it ...