man page for connect :
EINPROGRESS
The socket is non-blocking and the connection cannot be completed immediately. It is possible to select(2) or poll(2) for completion by selecting the socket for writing. After select indicates writability, use getsockopt(2) to read the SO_ERROR option at level SOL_SOCKET to determine whether connect completed successfully (SO_ERROR is zero) or unsuccessfully (SO_ERROR is one of the usual error codes listed here, explaining the reason for the failure).
use socket_getoption($socket,SOL_SOCKET,SO_ERROR) . If you get value 115, it is connecting. If you get value different than 115 and 0, that means that an error has occured (see what error with socket_strerror()).
However, I don't know how does that works under Windows, maybe it wont work at all. It is supposed to work under Linux (man pages said that).
