Инфы по нему действительно мало. Вот пример из МСДН

      Option Explicit

      Private Const WSADescription_Len = 256
      Private Const WSASYS_Status_Len = 128
      Private Const SOCKET_ERROR As Long = -1

      Private Type WSADATA
         wversion As Integer
         wHighVersion As Integer
         szDescription(0 To WSADescription_Len) As Byte
         szSystemStatus(0 To WSASYS_Status_Len) As Byte
         iMaxSockets As Integer
         iMaxUdpDg As Integer
         lpszVendorInfo As Long
      End Type

         Private Declare Function gethostname Lib "WSOCK32.DLL" (ByVal hostname$, _
   ByVal HostLen As Integer) As Long

      Private Declare Function WSAGetLastError Lib "WSOCK32.DLL" _
         () As Long
      Private Declare Function WSAStartup Lib "WSOCK32.DLL" (ByVal _
         wVersionRequired as Integer, lpWSAData As WSADATA) As Long
      Private Declare Function WSACleanup Lib "WSOCK32.DLL" () As Long

      Sub Form_Load()
        Call SocketsInitialize
      End Sub

      Private Sub Command1_click()
        Dim hostname$, HostLen&
        HostLen& = 256
        hostname$ = Space$(HostLen&
        If gethostname(hostname$, HostLen& = SOCKET_ERROR Then
            MsgBox "Windows Sockets error" & Str(WSAGetLastError())
        Else
            hostname$ = Trim$(hostname$)
            hostname$ = Left$(hostname$, Len(hostname$) - 1)
            MsgBox "Host name  = " & hostname$
        End If
        SocketsCleanup
      End Sub

      Sub SocketsInitialize()
        Const WS_VERSION_REQD As Integer = &H101
        Const WS_VERSION_MAJOR = WS_VERSION_REQD \ &H100 And &HFF&
        Const WS_VERSION_MINOR = WS_VERSION_REQD And &HFF&
        Const MIN_SOCKETS_REQD = 1
        Dim WSAD As WSADATA
        Dim iReturn As Integer
        Dim sLowByte As String, sHighByte As String, sMsg As String
        iReturn = WSAStartup(WS_VERSION_REQD, WSAD)
        If iReturn <> 0 Then
            MsgBox "Winsock.dll is not responding."
            End
        End If
        If lobyte(WSAD.wversion) < WS_VERSION_MAJOR Or (lobyte _
          (WSAD.wversion) = WS_VERSION_MAJOR And hibyte(WSAD.wversion) _
          < WS_VERSION_MINOR) Then
          sHighByte = Trim$(Str$(hibyte(WSAD.wversion)))
          sLowByte = Trim$(Str$(lobyte(WSAD.wversion)))
          sMsg = "Windows Sockets version " & sLowByte & "." & sHighByte
          sMsg = sMsg & " is not supported by winsock.dll "
          MsgBox sMsg:
          End
     End If
     If WSAD.iMaxSockets < MIN_SOCKETS_REQD Then
       sMsg = "This application requires a minimum of "
       sMsg = sMsg & Trim$(Str$(MIN_SOCKETS_REQD)) & _
       " supported sockets."
       MsgBox sMsg
       End
     End If
      End Sub

      Function hibyte(ByVal wParam As Integer)
         hibyte = wParam \ &H100 And &HFF&
      End Function

      Function lobyte(ByVal wParam As Integer)
         lobyte = wParam And &HFF&
      End Function

      Sub SocketsCleanup()
        Dim lReturn As Long
        lReturn = WSACleanup()
        If lReturn <> 0 Then
          MsgBox "Socket error " & Trim$(Str$(lReturn)) & _
   " occurred in Cleanup"
          End
        End If
      End Sub

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Посмотри класс CSocket Олега Гдалевича (так и дай поиск в Яндексе; он выведет тебя на vbip.com). Там именно работа с DLL, а не с OCX. Сам класс глючный, но "пищу для ума" даёт хорошую.

Да и просто поищи в Сети прямо по имени DLL-ки: примеры её использования точно найдёшь.

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