VS 2010 How do I use event handlers with objects within a list

Okay so I have a list called socketList that holds objects but how do I use event handlers with objects with a list?

Dim socketList As New List(Of Winsock2005DLL.Winsock)
socketList.Add(New Winsock2005DLL.Winsock)

So my question is how do I handle objects within the list? For example

Private Sub (THE OBJECT WITHIN THE LIST)_ConnectionRequest(ByVal sender As Object, ByVal e As Winsock2005DLL.WinsockClientReceivedEventArgs) Handles (THE OBJECT WITHIN THE LIST).ConnectionRequest