I never got a good sample about multi connection also.
what I ever do is just like client-server program. create winsock control array to accept connection (for ex. Winsock1 listen and Winsock2(i) accept connection)
and for sending out. I just use for loop to send data to all connection (of course... this will have delay for client at the tail of list). so If you want some sample for this bad code. I can provide.