Socket connection actively refused

I'm new to socket programming.  I have
         Socket socket = new Socket(AddressFamily.InterNetwork,SocketType.Stream,ProtocolType.Tcp);
         IPHostEntry host = Dns.GetHostEntry("localhost");
         IPEndPoint endPoint = new IPEndPoint(host.AddressList[0],8080);
         socket.Connect(endPoint);
The Connect call fails with "No connection could be made because the target machine actively refused it".

The debugger says host.AddressList[0] is 127.0.0.1.

I'm running Windows XP Media Center Edition Version 2002 SP2.  I have ZoneAlarm installed, with trusted zone security turned off.  I have the same problem if I shut it down.  Windows Firewall is turned off.

I probably need to turn off some protection or enable port 8080 somewhere, but I don't know where to look.

I appreciate your help.