Here is an example of a non-blocking connect which should perform quite a bit faster than the one posted by Seymour below:

<?php
function msConnectSocket($remote, $port, $timeout = 30) {
        # this works whether $remote is a hostname or IP
        $ip = "";
        if( !preg_match('/^\d+\.\d+\.\d+\.\d+$/', $remote) ) {
            $ip = gethostbyname($remote);
            if ($ip == $remote) {
                $this->errstr = "Error Connecting Socket: Unknown host";
                return NULL;
            }
        } else $ip = $remote;

        if (!($this->_SOCK = @socket_create(AF_INET, SOCK_STREAM, SOL_TCP))) {
            $this->errstr = "Error Creating Socket: ".socket_strerror(socket_last_error());
            return NULL;
        }

        socket_set_nonblock($this->_SOCK);

        $error = NULL;
        $attempts = 0;
        $timeout *= 1000;  // adjust because we sleeping in 1 millisecond increments
        $connected;
        while (!($connected = @socket_connect($this->_SOCK, $remote, $port+0)) && $attempts++ < $timeout) {
            $error = socket_last_error();
            if ($error != SOCKET_EINPROGRESS && $error != SOCKET_EALREADY) {
                $this->errstr = "Error Connecting Socket: ".socket_strerror($error);
                socket_close($this->_SOCK);
                return NULL;
            }
            usleep(1000);
        }

        if (!$connected) {
            $this->errstr = "Error Connecting Socket: Connect Timed Out After $timeout seconds. ".socket_strerror(socket_last_error());
            socket_close($this->_SOCK);
            return NULL;
        }
        
        socket_set_block($this->_SOCK);

        return 1;      
}
?>