CANNOT receive UDP data in SERVICE program

Here is a strange problem, I cannot receive UDP data in the SERVICE
program while it works well in normal Win32 APP.

Problem description:

It's a service program running in the client machine and it works
following these steps:
1. Broadcast online request which brings local command socket port
number #PORT1 (the server program will later send command data to this
port);
2. Create an UDP socket #SOCK1 and bind the socket with #PORT1;
3. Call setsockopt to set a 5000ms TIMEOUT option on #SOCK1;
4. Call recvfrom on #SOCK1 to receive and process server command.

If I build this program as Win32 APP, it works well. But if I build it
as a Win32 service, server program can receive the broadcast data,
while the recvfrom always returns 10060(WSAETIMEDOUT).
In fact I can see the command data in Sniffer, the port number is
right.

Anybody knows the reason?

.