ASP.NET won't support WebSockets until Windows Server 8/IIS 8. See here.
There's this tutorial, Getting started with WebSockets in the Windows 8 developer preview, from September 2011.
If you want to see a working WebSocket server in .NET I'd recommend taking a look at SuperWebSocket which is open source. If you just want to use a .NET WebSocket server then SuperWebSocket (again), XSockets and Fleck are worth a look.
SignalR also relies on Windows 8. See the SignalR WebSockets docs.
