From the Async sample you only need 4 files: asyncio.cpp,
asyncio.h, asyncrdr.cpp, asyncrdr.h. The only modification
needed IIRC is to comment out #include "asyncflt.h" in
asyncrdr.cpp.

Derive your filter from CAsyncReader and its output pin from
CAsyncStream.

Add whatever initialization interface you like to the filter
(I used IFileSourceFilter, but a custom interface would be
ok, too).

Override the following methods on the pin: SetPointer(),
Read(), Size(), Alignment(), Lock(), Unlock(). The
Lock()/Unlock() pair can just execute a Lock()/Unlock() on a
private member CCritSec. The Alignment() can just return 1
(or whatever packet size your network protocol requires).
SetPointer(), Read(), Size() must be implemented according
to how your protocol works (SetPointer() and Size() may need
to return an error).

Pull-mode uses random access to the source stream where all
the stream is available at any moment while a network source
is usually a sequential stream where only the current
samples are available so it is not easy to write a pull-mode
source filter for a network source, hence your problems. You
need to do any needed buffering to simulate random access:
this what the URLReader does, to the extent that it fully
transfers a stream an buffers it to disk when a request is
made to read a part of the stream that it does not yet have.

--

// Alessandro Angeli
// MVP :: Digital Media
// a dot angeli at psynet dot net