I haven't done network code in C# for some time, but here's a good place to start-
http://www.devarticles.com/c/a/C-Sharp/Socket-Programming-in-C-Part-I/1/
It's a two-part article (there should be a link to the second one on that page somewhere) so be sure to read both.
Also note that it was written some time ago, so some of the code may be out of date.
If the example given doesn't work, try searching around MSDN to see if there are updated versions of the methods/classes used.
Hope this helps get you started!