I asked a very similar question, about opening fsockopen connections to external sites; here was the answer:
"As far as I know, we do not disallow that to be used in php. You're welcome to try with us, as we do offer a 91 day money back guarantee. Also, please keep in mind that what you're trying to do, can cause a large amount of CPU and memory usage. If you use too much, we may ask you to stop, or upgrade to a dedicated server of your own. "