Socket Error # 10060 Connection timed out

Noone answered my first post, so I'll try again.

I'm trying to switch from the FastNet components to Indy.
I'm using the TIdPOP3 component in Delphi 5 with the lastest Indy version
9.00.11 just downloaded from www.nevrona.com/indy.
But I keep getting a "Socket Error # 10060 Connection timed out" message.
I have narrowed the problem down to this little piece of code:

procedure TReceiveMailForm.Button4Click(Sender: TObject);
var
  IdPOP3: TIdPOP3;
  MesCount, MailBoxSize: Integer;
begin
  StatusMemo.Clear;
  AntalMessagesLabel.Caption := 'Messages: ';
  MailBoxSizeLabel.Caption := 'Mailbox size: ';
  IdPOP3 := TIdPOP3.Create(nil);
  try
    IdPOP3.OnStatus := IdPOP3Status;
    IdPOP3.Username := UsernameEdit.Text;
    IdPOP3.Password := PasswordEdit.Text;
    IdPOP3.Host := HostEdit.Text;
    IdPOP3.Port := StrToInt(PortEdit.Text);
    IdPOP3.Connect;
    MesCount := IdPOP3.CheckMessages;
    AntalMessagesLabel.Caption := 'Messages: ' + IntToStr(MesCount);
    MailBoxSize := IdPOP3.RetrieveMailBoxSize;
    MailBoxSizeLabel.Caption := 'Mailbox size: ' + IntToStr(MailBoxSize);
    IdPOP3.Disconnect;
  finally
    IdPOP3.Free;
  end;
end;

Now, this works fine the *first* time I click the button and the code is
executed.
The second time I get the message "Socket Error # 10060 Connection timed
out" after 20 seconds in the Connect procedure.
Why?

The same thing work without problems in Delphi 6 with the version of Indy
that came with Delphi 6.
(I have to change IdPOP3.Username to IdPOP3.UserID in Delphi 6).

And some more info:
If I modify the code a bit, just by adding the TIdAntiFreeze component in
the code in Delphi 5 then it also works without problems when calling the
code several times.
Like this:
procedure TReceiveMailForm.Button5Click(Sender: TObject);
var
  IdPOP3: TIdPOP3;
  IdAntiFreeze: TIdAntiFreeze;
  MesCount, MailBoxSize: Integer;
begin
  StatusMemo.Clear;
  AntalMessagesLabel.Caption := 'Messages: ';
  MailBoxSizeLabel.Caption := 'Mailbox size: ';
  IdPOP3 := TIdPOP3.Create(nil);
  IdAntiFreeze := TIdAntiFreeze.Create(nil);
  try
    IdPOP3.OnStatus := IdPOP3Status;
    IdPOP3.Username := UsernameEdit.Text;
    IdPOP3.Password := PasswordEdit.Text;
    IdPOP3.Host := HostEdit.Text;
    IdPOP3.Port := StrToInt(PortEdit.Text);
    IdPOP3.Connect;
    MesCount := IdPOP3.CheckMessages;
    AntalMessagesLabel.Caption := 'Messages: ' + IntToStr(MesCount);
    MailBoxSize := IdPOP3.RetrieveMailBoxSize;
    MailBoxSizeLabel.Caption := 'Mailbox size: ' + IntToStr(MailBoxSize);
    IdPOP3.Disconnect;
  finally
    IdPOP3.Free;
    IdAntiFreeze.Free;
  end;
end;

Is this a bug in Indy 9.00.11 ?
Is it supposed not to work without IdAntiFreeze?

I'm new to Indy so I'm a bit confused about this.
Can anyone shed some light on this for me?

Thanks in advance,
Finn Tolderlund