OnSocksConnected, OnSocksAuthState.
              I used WinGate 2.1d to test my code. Unfortunately WinGate do
              not correctly handle user authentication, so the code here is
              just untested...
Dec 05, 1998  V3.10 Removed ReadLine feature using TWait component.
              Added new TCustomLineWSocket and TCustomSyncWSocket.
              Those modifications implies that the ReadLine functionnality is
              slightly changed. Notably, the end of line marker is now
              configurable and remains in the received line unless a timeout
              occurs or the buffer is too small.
Dec 10, 1998  V3.11 Added missing code to resolve port in the Listen method.
Dec 12, 1998  V3.12 Added write method for LocalPort property. Thanks to
              Jan Tomasek <xtomasej@feld.cvut.cz> for his code.
              Added background exception handling.
              Fixed a bug in TCustomLineWSocket.TriggerDataAvailable which was
              not calling the inherited function when it actually should.
              Added a check on multithreaded in WaitForClose to call the
              correct ProcessMessages procedure.
              Added SOCKS4 support (only tcp connect is supported).
Dec 28, 1998  V3.13 Changed WSocketResolveHost to check for invalid numeric
              IP addresses whitout trying to use them as hostnames.
Dec 30, 1998  V3.14 Changed SetPort to SetRemotePort to solve the SetPort
              syndrome with BCB. Also chnaged GetPort to be consistant.
Jan 12, 1999  V3.15 Introduced DoRecvFrom virtual function. This correct a bug
              introduced in V3.14 related to UDP and RecvFrom.
Jan 23, 1999  V3.16 Changed FRcvdFlag computation in DoRecv and DoRecvFrom
              because it caused problems with HTTP component and large blocks.
              Removed modification by Jan Tomasek in TriggerDataAvailable
Jan 30, 1999  V3.17 Added WSocketResolveIp function.
              Checked for tcp protocol before setting linger off in abort.
              Moved a lot of variables from private to protected sections.
              Removed check for Assigned(FOnDataSent) in WMASyncSelect.
Feb 03, 1999  V3.18 Removed useless units in the uses clause.
Feb 14, 1999  V4.00 Jump to next major version number because lots of
              fundamental changes have been done. See below.

              Use runtime dynamic link with winsock. All winsock functions
              used by TWSocket are linked at runtime instead of loadtime. This
              allows programs to run without winsock installed, provided program
              doesn't try to use TWSocket or winsock function without first
              checking for winsock installation.
              Removed WSocketLoadWinsock and all use to DllStarted because it
              is no longer necessary because winsock is automatically loaded
              and initialized with the first call to a winsock function.

              Added MessagePump to centralize call to the message pump.
              It is a virtual procedure so that you can override it to
              cutomize your message pump. Also changed slightly ProcessMessages
              to closely match what is done in the forms unit.

              Removed old stuff related to WaitCtrl (was already excluded from
              compilation using a conditional directive).

              Added NOFORMS conditional compilation to exclude the Forms unit
              from wsocket. This will reduce exe or dll size by 100 to 150KB.
              To use this feature, you have to add NOFORMS in your project
              options in the "defines" edit box in the "directory/conditional"
              tab. Then you must add a message pump to your application and
              call it from TWSocket.OnMessagePump event handler. TWSocket really
              need a message pump in order to receive messages from winsock.
              Depending on how your application is built, you can use either
              TWSocket.MessageLoop or TWSocket.ProcessMessages to quickly build
              a working message pump. Or you may build your own custom message
              pump taylored to your needs. Your message pump must set
              TWSocket.Terminated property to TRUE when your application
              terminates or you may experience long delays when closing your
              application.
              You may use NOFORMS setting even if you use the forms unit (GUI
              application). Simply call Application.ProcessMessages in the
              OnMessagePump event handler.
              OnMessagePump event is not visible in the object inspector. You
              must assign it at run-time before using the component and after
              having created it (in a GUI application you can do that in the
              FormCreate event, in a console application, you can do it right
              after TWSocket.Create call).
Feb 17, 1999  V4.01 Added LineEcho and LineEdit features.
Feb 27, 1999  V4.02 Added TCustomLineWSocket.GetRcvdCount to make RcvdCount
              property and ReceiveStr work in line mode.
Mar 01, 1999  V4.03 Added conditional compile for BCB4. Thanks to James
              Legg <jlegg@iname.com>.
Mar 14, 1999  V4.04 Corrected a bug: wsocket hangup when there was no
              OnDataAvailable handler and line mode was on.
Apr 21, 1999  V4.05 Added H+ (long strings) and X+ (extended syntax)
              compilation options
May 07, 1999  V4.06 Added WSAECONNABORTED to valid error codes in TryToSend.
Jul 21, 1999  V4.07 Added GetPeerPort method, PeerPort and PeerAddr propertied
              as suggested by J. Punter <JPunter@login-bv.com>.
Aug 20, 1999  V4.05 Changed conditional compilation so that default is same
              as latest compiler (currently Delphi 4, Bcb 4). Should be ok for
              Delphi 5.
              Added LocalAddr property as suggested by Rod Pickering
              <fuzzylogic123@yahoo.com>. LocalAddr default to '0.0.0.0' and is
              intended to be used by a client when connecting to a server, to
              select a local interface for multihomed computer. Note that to
              select an interface for a server, use Addr property before
              listening.
              LocalAddr has to be an IP address in dotted form. Valid values are
              '0.0.0.0' for any interface, '127.0.0.1' for localhost or any
              value returned by LocalIPList.
              Replaced loadtime import for ntohs and getpeername by runtime
              load.
              Revised check for dotted numeric IP address in WSocketResolveHost
              to allow correct handling of hostnames beginning by a digit.
              Added OnSendData event. Triggered each time data has been sent
              to winsock. Do not confuse with OnDataSent which is triggered
              when TWSocket internal buffer is emptyed. This event has been
              suggested by Paul Gertzen" <pgertzen@livetechnology.com> to
              easyly implement progress bar.
              Corrected WSocketGetHostByAddr to make it dynamically link to
              winsock.
Sep 5, 1999   V4.09 Added CloseDelayed method.
              Make sure that TriggerSessionClosed is called from WMASyncSelect
              and InternalClose, even if there is no OnSessionClosed event
              handler assigned. This is required to make derived components
              work correctly.
              Created message WM_TRIGGER_EXCEPTION to help checking background
              exception handling (OnBgException event).
              Corrected bug for Delphi 1 and ReallocMem.
Oct 02, 1999  V4.10 Added Release method.
Oct 16, 1999  V4.11 Corrected a bug in TCustomLineWSocket.DoRecv: need to move
              data in front of buffer instead of changing buffer pointer which
              will crash the whole thing at free time.
Oct 23, 1999  V4.12 Made WSocketIsDottedIP a public function
Nov 12, 1999  V4.13 removed 3 calls to TriggerSocksAuthState because it was
                    called twice. By A. Burlakov <alex@helexis.com>.
Jan 24, 1999  V4.14 Call Receive instead of DoRecv from ReceiveStr to be sure
              to set LastError correctly. Thanks to Farkas Balazs
              <megasys@www.iridium.hu>
              Suppressed FDllName and used winsocket constant directly. I had
              troubles with some DLL code and string handling at program
              termination.
Apr 09, 2000 V4.15 Added error number when resolving proto and port
Apr 29, 2000 V4.16 Added WSocketForceLoadWinsock and
             WSocketCancelForceLoadWinsock. Thanks to Steve Williams.
             Created variable FSelectEvent to store current async event mask.
             Added ComponentOptions property with currently only one options
             wsoNoReceiveLoop which disable a receive loop in AsyncReceive.
             This loop breaking was suggested by Davie <smatters@smatters.com>
             to lower resource usage with really fast LAN and large transfers.
             By default, this option is disabled so there is no change needed
             in current code.
May 20, 2000 V4.17 Made TSocket = u_int (same def as in winsock.pas)
             Moved bind after setting options.
             Thanks to Primoz Gabrijelcic <fab@siol.net>
Jul 15, 2000 V4.18 Alon Gingold <gingold@hiker.org.il> changed
             TCustomSocksWSocket calls to inherited triggers of
             TriggerSessionConnected and TriggerDataAvailable.
             Now, it calls the trigger directly. This solves the problem
             of descendent classes with overriden triggers, not being
             called when a REAL connection was established, and when real
             data starts coming in. Special care MUST be taken in such
             overridden triggers to ONLY call the inherited trigger AND
             IMMEDIATELY EXIT when FSocksState <> socksData to avoid loopback
Jul 22, 2000 V4.19 John Goodwin <john@jjgoodwin.com> found a failure in the
             logic for DnsLookup. He also implemented a workaround.
             See DnsLookup comments for explanation.
Aug 09, 2000 V4.20 Alon Gingold <gingold2@mrm-multicat.com> found a bug in
             SOCKS4 implementation where a nul byte was incorrectly added
             (it should be added only with SOCKS4A version, not straith
             SOCKS4).
Sep 17, 2000 V4.21 Eugene Mayevski <Mayevski@eldos.org> added TWndMethod for
             NOFORMS applications in other components.
Oct 15, 2000 V4.22 Added method GetXAddr which returns local IP address to
             which a socket has been bound. There was already a GetXPort.
             Thanks to Wilfried Mestdagh <wilfried_sonal@compuserve.com>
             and Steve Williams <stevewilliams@kromestudios.com>.
Nov 08, 2000 V4.23 Moved FSelectEvent from private to protected section.
Nov 11, 2000 V4.24 Added LineLimit property and OnLineLimitExceeded event.
             When using line mode, line length is checked as each data block is
             comming. If the length is greater than the limit, then the event
             is triggered. You have the opportunity to close the socket or
             change the limit to a higher value. Thus you can prevent a hacker
             from locking your system by sending unlimited line which otherwise
             would eat up all system resources.
             Changed line handling variables to LongInt
             Checked all length involved in StrPCopy calls.
Nov 26, 2000 V4.25 Do not trust GetRcvdCount. Always call Receive to check for
             incomming data (sometime NT4 will hang if we don't do that).
Jan 24, 2001 V4.26 Blaine R Southam <bsoutham@iname.com> fixed out of bound
             error in TCustomLineWSocket.TriggerDataAvailable
Feb 17, 2001 V4.27 Davie <smatters@smatters.com> fixed a bug causing byte lost
             when closing (related to wsoNoReceiveLoop option).
May 04, 2001 V4.28 Fixed W2K bug (winsock message ordering)
Jun 18, 2001 V4.29 Added AllocateHWnd and DeallocateHWnd from Forms unit to
             avoid warning from Delphi 6 in all other components.
Jul 08, 2001 V4.30 Fixed small bug related to NOFOMRS and V4.29
Jul 26, 2001 V4.31 Checked csDesigning in GetRcvdCount so that Delphi 6 does'nt
             crash when object inspector wants to display RcvdCount value.
             Added multicast capability and UDP ReuseAddr. Thanks to Mark
             G. Lewis <Lewis@erg.sri.com> for his code.
             Added TriggerSessionClosed to SocketError as suggested by Wilfried
             Mestdagh <wilfried_sonal@compuserve.com>
Jul 28, 2001 V4.32 New option wsoTcpNoDelay implemented. Code by Arnaldo Braun
             <abraun@th.com.br>
Jul 30, 2001, V4.33 Corrected at few glitches with Delphi 1
Sep 08, 2001, V4.34 Added ThreadAttach and related functions



About multithreading and event-driven:
    TWSocket is a pure asynchronous component. It is non-blocking and
    event-driven. It means that when you request an operation such as connect,
    the component start the operation your requested and give control back
    immediately while performing the operation in the background automatically.
    When the operation is done, an event is triggered (such as
    OnSessionConnected if you called Connect).

    This asynchronous non-blocking behaviour is very high performance but a
    little bit difficult to start with. For example, you can't call Connect and
    immediately call SendStr the line below. If you try, you'll have an
    exception triggered saying you are not connected. Calling connect will start
    connection process but will return long before connection is established.
    Calling SendStr at the next line will not work because the socket is not
    connected yet. To make it works the right way, you have to put your SendStr
    in the OnSessionConnected event.

    The asynchronous operation allows you to do several TCP/IP I/O
    simultaneously. Just use as many component as you need. Each one will
    operate independently of the other without blocking each other ! So you
    basically don't need multi-threading with TWSocket, unless YOUR processing
    is lengthy and blocking.

    If you have to use multithreading, you have two possibilities:
    1) Create your TWSocket from your thread's Execute method
    2) Attach a TWSocket to a given thread using ThreadAttach.
    In both cases, you must set MultiThreaded property to TRUE.
    If you don't use one of those methods, you'll end up with a false
    multithreaded program: all events will be processed by the main tread !
    For both methods to work, you MUST have a message loop withing your thread.
    Delphi create a message loop automatically for the main thread (it's in
    the Forms unit), but does NOT create one in a thread ! For your convenience,
    TWSocket has his own MessageLoop procedure. You can use it from your thread.