it's quite easy actually
Save the incoming connections in an array.
start a new thread that gets the data from the socket and put it in an output buffer (make sure it's threadsafe) and that's it
edit 18-6-2014
here is a c++ example from my network class it is not perfect but you will get the idea
m_clientList is a vector in which I save the connections but I don't know if c# has a vector something like a list will work to
DWORD WINAPI Network::ServerAcceptConnections(LPVOID lpParam)
{
    Network* network = (Network*) lpParam;
    SOCKET new_socket;
    char *message;
    int c = sizeof(struct sockaddr_in);
    
    DWORD dwWaitResult;
    Sleep(100);
    while (true)
    {
        new_socket = accept(pNetwork->m_s , (struct sockaddr *)&pNetwork->m_client, &c);
        if (new_socket != INVALID_SOCKET )
        {
            dwWaitResult = WaitForSingleObject( 
            pNetwork->m_ClientListMutex,    // handle to mutex
            INFINITE);  // no time-out interval
            if (dwWaitResult == WAIT_OBJECT_0)
            {
                __try 
                { 
                    //Reply to the client
                    if (network->m_clientList.size() < network->m_maxConnections)
                    {
                        if(network->m_debugModus) print("DEBUG MODUS: Connection accepted\r\n");
                        network->m_clientList.push_back(new_socket);
                        message = NETWORK_CLASS_CONNECTION_SUCCES;
                        Message out;
                        out.client = new_socket;
                        out.message = message;
                        out.size = strlen(message);
                        pNetwork->SendData(out);
                    }
                    else
                    {
                        if(pNetwork->m_debugModus) printf("DEBUG MODUS: Max connections reached\r\n");
                        message = NETWORK_CLASS_MAX_CONNECTIONS;
                        pNetwork->Send(new_socket, message, strlen(message));
                        closesocket(new_socket);
                    }
                } 
                __finally { 
                    // Release ownership of the mutex object
                    if (! ReleaseMutex(network->m_ClientListMutex)) 
                    { 
                        if(pNetwork->m_debugModus) printf("DEBUG MODUS: AcceptConnections: Cant Relese the Mutex\r\n");
                    } 
                } 
            }   
            else if (dwWaitResult == WAIT_ABANDONED)
            {
                if(network->m_debugModus) print("DEBUG MODUS: SendDataThread: The thread got ownership of an abandoned mutex\r\n");
                return FALSE; 
            }
        }
        else
        {
            if(pNetwork->m_debugModus) printf("DEBUG MODUS: accept failed with error code : %d\r\n" , WSAGetLastError());
        }
    }
    return TRUE;
}