My Java client hangs in the constructor for Socket when it tries to connect to a server that is down. Is there a way to force this to timeout?

This is a typical problem with distributed programs - this is not a problem unique to Java. If your server is down, then attempting to create a socket connection to it will hang until the underlying transport layer times out. Under Windows, this will occur in about 45 seconds. There is no way to change this timeout period in Java (setSoTimeout() works only after the socket has been created, and only affects read() calls). If this behavior is not sufficient for your needs, you will have to create a watchdog thread that interrupts your socket after a certain time.