threaded socket in MFC system service

I've got a problem with trying to use a CAsyncSocket in an MFC system service.  The service is coded as an EXE and currently being run in console mode (for debugging).

The problem I am having is that after I do my AfxSocketInit() I instantiate the socket as follows

   AfxSocketInit();

      CUDPSocket *m_pUDPSocket;
      m_pUDPSocket = new CUDPSocket;            //( this );
      m_pUDPSocket->Create( 2230, SOCK_DGRAM, FD_READ );
 
when I do the create I get the following assert/message Dialog

Microsoft Visual C++ Debug Libary
Debug Assertion Failed

Program myprogram.exe
File: afxwin1.inl
Line 19

press retry etc....

now, line 19 is the middle line of the following code

_AFXWIN_INLINE HINSTANCE AFXAPI AfxGetInstanceHandle()
{
LINE 19-> ASSERT(afxCurrentInstanceHandle != NULL);
      return afxCurrentInstanceHandle;
}


SO.  my question is obvious.  Whats going wrong here, why can't I create my socket?

any help would be appreciated.

thanks