The OnConnect event handler is invoked after the client has
connected to the server. To implement an event handler, the application
should create a class derived from the CInternetServer class,
and then override this method.
This event only occurs after the server has checked the active
client limits and the TLS handshake has been performed, if security
has been enabled. If the server has been suspended, or the limit on
the maximum number of client sessions has been exceeded, the server
will reject the connection prior to this event handler being invoked.