TClientSocket in a Thread - ongoing saga

So now I have a Blocking TClientSocket running in a thread. The connection
is made to the server. So far so good. If the server, for whatever reaeon,
now wants to close the connection it uses:

MyServerSocket.Socket.Connections[n].Close;

I do not get an OnDisconnect event in the TClientSocket. This may not be
surprising, as it is a Blocking socket, but what should I do to detect the
connection has closed?

If the client socket closes the connection, the OnDisconnect event is
triggered.

Graham