C# WEB/APP: Joining threads that execute Socket.Connect

[Qui Sum]

I write ip/port scanner so users using search on our LAN know if the particular ftp is online or not.

The class I write has the following structure:

public class IPScanner
{
    public IPScanner() { }

    private void connect(object data)
    {
         Socket socket = new Socket(AddressFamily.InterNetwork, SocketType.Stream, ProtocolType.Tcp);

        try
        {
            socket.Connect((string)data, 21);
        }
        catch { }
        finally
        {
            socket.Close();
        }
    }

    public void Scan()
    {
        Thread[] threads = new Thread[255];
        for (int i = 0; i < 255; i++)
        {
            threads[i] = new Thread(new ParameterizedThreadStart(connect));
            threads[i].Start( "xxx.xxx.xxx." + ((int)(i+1)).ToString() );
        }

        for (int i = 0; i < 255; i++)
        {
            threads[i].Join();
        }
}

I use that class as

        IPScanner ip_scanner = new IPScanner();
        ip_scanner.Scan();

But Joins work synchronously in that sense that the next Join in the for-loop executes only after previous one returns. So the scan of one address range consumes very much time. I test it using only 4 adresses I sure are offline and trying to Join to 5 threads. I receive the null reference error only after 1-2 minutes of executing of program.

But the following code works fine and returns in 10 seconds (this code is met often in google but applied not to sockets):

public class IPScanner
{
    public IPScanner() { }

    private void connect(object data)
    {
         Sleep(10000);
         // Or do some math.
    }

    public void Scan()
    {
        Thread[] threads = new Thread[255];
        for (int i = 0; i < 255; i++)
        {
            threads[i] = new Thread(new ParameterizedThreadStart(connect));
            threads[i].Start( "xxx.xxx.xxx." + ((int)(i+1)).ToString() );
        }

        for (int i = 0; i < 255; i++)
        {
            threads[i].Join();
        }
}
...
        IPScanner ip_scanner = new IPScanner();
        ip_scanner.Scan();

What is the problem with sockets? I use asp.net2 and IIS 7 on Vista 64. (I tried the same in winform application with the same results.)
Thank you.