Interrupting the sending of data through winsock control

I was wondering if there was a way to interrupt the sending of data through a winsock control. I have an app that can send emails through the winsock control, however I also want to implement a cancel button if the user decides not to send the e-mail during transmission. I tried to
make a button that when clicked would attempt to
close the winsock connection. The problem is that
it waits for the data being sent before closing the connection. Is there any way I can directly interrupt the connection when the button is clicked. Any help would be greatly appreciated.
Thanks