Hi,
First of all, are you sure you have enough knowledge to build such application? are you sure you don't need to check some tutorials first?
I have read some books on networking / sockets and java in general and still do not feel I have all the required knowledge to answer this post. However this is my quess.
Personally I think that your socket connection should be wrapped in some type of handler object. These handler objects should then be stored in some type of collection (like a pool). The when you need to send a message all you have to do is loop in this collection and send the message to each client connection!!
Regards,
Sim085