The other replies are good, so I'll just toss in the final piece of info... SOAP uses HTTP and deliberately keeps it connectionless. This allows requests to be bounced through proxies and other tricks. This is exactly what you don't want but the solution by AM covers most situations, unless your users are behind proxies (very likely, in this day and age).

The SOAP mailing list was full of people complaining ( last year some time) about the lack of what you wanted, but looking at the design goals your desired feature had to be sacrificed. Perhaps you could look at other approaches to lightening the load on the server - a "are there new messages for me?" function combined with an exponential delay when there are no messages might be a start.

Keep in mind that even if you write your own protocol (not too hard if you put it in a module and abstract it properly) a lot of firewalls will swat the connection. HTTP is about the only thing you can rely on getting through.

That's why I always use the web-page chat client for PM when I'm at work.

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Jeremy
I didn't believe in evil until I dated it.