socket.BeginReceive(buffer, 0, buffer.Length, SocketFlags.None, new AsyncCallback(ReceiveMessage),socket);

public static void ReceiveMessage(IAsyncResult ar)
        {
            try
            {
                var socket = ar.AsyncState as Socket;

                //方法参考：http://msdn.microsoft.com/zh-cn/library/system.net.sockets.socket.endreceive.aspx
                var length = socket.EndReceive(ar);
                //读取出来消息内容
                var message = Encoding.Unicode.GetString(buffer, 0, length);
                //显示消息
                Console.WriteLine(message);

                //接收下一个消息(因为这是一个递归的调用，所以这样就可以一直接收消息了）
                socket.BeginReceive(buffer, 0, buffer.Length, SocketFlags.None, new AsyncCallback(ReceiveMessage), socket);
            }
            catch(Exception ex){
                Console.WriteLine(ex.Message);
            }
        }