Internet Programming (Online game)

Using: Visual Studio 7.0 C# I am making a turn based online game where both the server and client need to send and receive data. I have been trying to do this with TCP/IP but cannot find a method to do this. For example, for most examples, you have to check for incoming messages in a seperate thread and for some reason this never works (thread works ok, just cant receive data). Is there a better protocol to do something like this such as UDP? Are there any components like the ones you find in borland products where both the server and the client have events for receiving data.