Send a HTTPWebRequest with a timeout on the connection (http://stackoverflow.com/questions/26962615/how-can-i-specify-a-connection-only-timeout-when-executing-web-requests/27067206#27067206)

HTTPWebRequest.cs

static WebRequest request;
private static void sendAndReceive()
{
    // The request with a big timeout for receiving large amout of data
    request = HttpWebRequest.Create("http://localhost:8081/index/");
    request.Timeout = 100000;

    // The connection timeout
    var ConnectionTimeoutTime = 100;
    Timer timer = new Timer(ConnectionTimeoutTime);
    timer.Elapsed += connectionTimeout;
    timer.Enabled = true;

    Console.WriteLine("Connecting...");
    try
    {
        using (var stream = request.GetRequestStream())
        {
            Console.WriteLine("Connection success !");
            timer.Enabled = false;

            /*
             *  Sending data ...
             */
            System.Threading.Thread.Sleep(1000000);
        }

        using (var response = (HttpWebResponse)request.GetResponse())
        {
            /*
             *  Receiving datas...
             */
        }
    }
    catch (WebException e)
    {
        if(e.Status==WebExceptionStatus.RequestCanceled) 
            Console.WriteLine("Connection canceled (timeout)");
        else if(e.Status==WebExceptionStatus.ConnectFailure)
            Console.WriteLine("Can't connect to server");
        else if(e.Status==WebExceptionStatus.Timeout)
            Console.WriteLine("Timeout");
        else
            Console.WriteLine("Error");
    }
}

static void connectionTimeout(object sender, System.Timers.ElapsedEventArgs e)
{
    Console.WriteLine("Connection failed...");
    Timer timer = (Timer)sender;
    timer.Enabled = false;

    request.Abort();
}