急请教socket连接超时应该如何设置

急急，请问socket连接超时应该怎么设置
我看了http://study.99net.net/study/program/vc/1085476685.html后感觉还是有几个不明白。

运行我的程序后如果IP地址错误，就会有大约20秒的假死状态，请问我该怎么设置延迟。该怎么改代码。

以下是我的代码：
连接类
CClientConnection::CClientConnection()
{

}

CClientConnection::~CClientConnection()
{

shutdown(m_sock,   SD_BOTH);
closesocket(m_sock);
m_sock   =   INVALID_SOCKET;
}

int   CClientConnection::run()
{
BOOL   value;
if   (m_port   ==   -1)  
GetConnectDetails();

//   Connect   if   we 're   not   already   connected
if   (m_sock   ==   INVALID_SOCKET)  
value   =   Connect();

if   (value   )  
value   =   SetSocketOptions();
else
return   1;

if   (value   )  
value   =   NegotiateProtocalVersion();
else
return   2;

if   (value   )  
value   =   Authenticate();
else  
return   3;

if   (value   )
return   0;
else
return   4;
}

void   CClientConnection::init(LPTSTR   host,   LPTSTR   pw)
{
m_sock   =   INVALID_SOCKET;
_tcsncpy(m_host,   host,   MAX_HOST_NAME_LEN);
m_port   =   5900;
_tcsncpy(m_pswd,pw,20);

}

void   CClientConnection::GetConnectDetails()
{
_tcsncpy(m_host,   "192.168.3.49 ",   MAX_HOST_NAME_LEN);
m_port   =   5900;
}

BOOL   CClientConnection::Connect()
{
struct   sockaddr_in   thataddr;
int   res;

m_sock   =   socket(PF_INET,   SOCK_STREAM,   0);
if   (m_sock   ==   INVALID_SOCKET)     throw   WarningException(_T( "无法连接 "));

thataddr.sin_addr.s_addr   =   inet_addr(m_host);
if   (thataddr.sin_addr.s_addr   ==   INADDR_NONE)   {
LPHOSTENT   lphost;
lphost   =   gethostbyname(m_host);

if   (lphost   ==   NULL)   {  
throw   WarningException( "无法连接 ");  
};
thataddr.sin_addr.s_addr   =   ((LPIN_ADDR)   lphost-> h_addr)-> s_addr;
};

thataddr.sin_family   =   AF_INET;
thataddr.sin_port   =   htons(m_port);

res   =   connect(m_sock,   (LPSOCKADDR)   &thataddr,   sizeof(thataddr));//设置超时有问题
if   (res   ==   SOCKET_ERROR)   throw   WarningException( "无法与服务端连接! ");
return   true;
}

BOOL   CClientConnection::SetSocketOptions()
{
BOOL   nodelayval   =   TRUE;
if   (setsockopt(m_sock,   IPPROTO_TCP,   TCP_NODELAY,   (const   char   *)   &nodelayval,   sizeof(BOOL)))
throw   WarningException( "无法连接 ");
return   true;
}
//////////////////////////////
主程序调用：
CClientConnection   *Client   =   new   CClientConnection();

try{
Client-> init(ip,pw)   ;
connected   =   Client-> run();
switch(connected){

case   0: GetDlgItem(IDC_EDIT2)-> SetWindowText   ( "登陆成功 ");break;
case   1:   GetDlgItem(IDC_EDIT2)-> SetWindowText   ( "连接错误 ");break;
case   2: GetDlgItem(IDC_EDIT2)-> SetWindowText   ( "连接错误 ");break;