Arduino Yùn: socket connection closing very quickly

Hi everyone,
I'm developing a .Net application to talk with Aduino Yùn using a socket connection.
I can open the connection but it seems to close by itself very quickly, almost immediately.

In my test .net app there are 3 buttons: connect, send data, disconnect.
After having pressed the connect button and no errors are thrown I try to send data synchronously but the app throws a timeout error:
A connection attempt failed because the connected party did not properly respond after a period of time (500ms), or established connection failed because connected host has failed to respond

If in the code on the connect button I do the connection and in the next line I send data to the Yùn everything works a beauty.

Is it normal? It looks like that the Bridge kills the connection almost immediately.

Thanks,

Fabio