TRANSACTIONS and TCP/IP

Hi,

I've got postgres 6.5.2 running on a Linux box and I'm developing a client
app in Delphi.  The client sends SQL commands via TCP/IP.  
I've tried starting a transaction by sending the BEGIN command and then I
update a table and then send a ROLLBACK command to try 
and abort the transaction.  It doesn't seem to be working.  Even though I've
done a rollback the transaction still goes through.  

When I start the transaction I get this message on the Linux box console
NOTICE:   BeginTransactionBlock and not in default state

This indicates that there is a transaction already in process.  I don't know
how that can be.

When I issue the rollback command I get this message
NOTICE:  UserAbortTransactionBlock and not in in-progress state

This indicates that there is no transaction in progress.  There sure should
be.

I tried all of the above in psql and it works fine.  Is this something that
just won't work over a TCP/IP connection?

Any suggestions on how I can get transactions to work would be greatly
appreciated,

TIA,

Barry