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How to create a Non Blocking Server
September 2001 - Richard Hallett
Step-by-step walkthrough and implementation of a non-blocking server with basic message handling using Winsock.

HTTP Tunneling
April, 2003 - Akash Kava
This article shows how to connect to the outside world through a proxy server. It also shows how to fool the proxy server, to allow it to pass any type of data.

Virtual Host Proxy Server
June 1999 - Franck Jeannin
This article shows how to write a server side proxy that translates the domain name to a sub folder on your web site. This allows you to host multiple web sites on single site servers.

CAsyncSocketEx - Replacement for CAsyncSocket with proxy and SSL support
March, 2003 - Tim Kosse
This source code shows how to connect to servers through a proxy. It supports most common proxy protocols as well as authentication.

DNS Resolver RFC 1035
March, 2003 - Akash Kava
This article shows how to do a DNS lookup.