Timeoutexception on TCP not handled - vb.net

Question

I took this code from a website since VS 2010 doesn't support the timeout for the TCP connections:
Private Function ConnectWithTimeout() As Boolean
Dim ar As IAsyncResult = TCPClient.BeginConnect(IPAddress, TCPPort, Nothing, Nothing)
Dim wh As System.Threading.WaitHandle = ar.AsyncWaitHandle
Try
If Not ar.AsyncWaitHandle.WaitOne(TimeSpan.FromSeconds(2), False) Then
TCPClient.Close()
TCPClient = New System.Net.Sockets.TcpClient
Throw New TimeoutException()
End If
Catch ex As Exception
ThrowError("Timeout on connecting to " & IPAddress & " at port " & TCPPort & ".")
Return False
Finally
wh.Close()
End Try
Return True
End Function
And it works fine, but everytime, it gives me this on the debug output:
"A first chance exception of type 'System.TimeoutException' occurred in"
Even if I'm catching all the exceptions. Is there a way to get rid of this exception message as it is handled?
I've tried this:
Dim connectDone As New System.Threading.AutoResetEvent(False)
TCPClient.BeginConnect(IPAddress, TCPPort, New AsyncCallback(Sub(ar As IAsyncResult)
TCPClient.EndConnect(ar)
connectDone.Set()
End Sub), TCPClient)
'client.BeginConnect("127.0.0.1", 80, new AsyncCallback(delegate( IAsyncResult ar ) { client.EndConnect( ar ); connectDone.Set(); }), client);
If Not connectDone.WaitOne(2000) Then
Debug.WriteLine("TIMEOUT")
Return False
End If
Return True
But it gives me InvalidOperationException on the beginconnect line:
BeginConnect cannot be called while another asynchronous operation is in progress on the same Socket.

Answer 1

Private Function ConnectWithTimeout() As Boolean
Dim ar As IAsyncResult
Dim wh As System.Threading.WaitHandle
Try
ar = TCPClient.BeginConnect(IPAddress, TCPPort, Nothing, Nothing)
wh = ar.AsyncWaitHandle
Cath ex as Exception
'Code to catch exception
End Try
Try
If Not ar.AsyncWaitHandle.WaitOne(TimeSpan.FromSeconds(2), False) Then
TCPClient.Close()
TCPClient = New System.Net.Sockets.TcpClient
Throw New TimeoutException()
End If
Catch ex As Exception
ThrowError("Timeout on connecting to " & IPAddress & " at port " & TCPPort & ".")
Return False
Finally
wh.Close()
End Try
Return True
End Function