Thank you both.
This is what I see now:
socket open error ((3: [10060] Connection timed out))
Now I need to figure out why subsequent requests cause this error. Wondering if the site I use is limiting connections from clients.
It's using http 1.0 and spoofing it's user-agent as Mozilla/4.0 (compatible; MSIE 5.0; Windows 98; DigExt)