Why does Gnucleus use in class CGnuControl
std::vector<CGnuNode*> m_NodeList; instead of
std::list<CGnuNode*> m_NodeList; ?

Wouldn't a std::list behave more efficient when deleting random socket objects? AFAIK the server has insertion always to end, the deletion is at random positions, access is serially. A std::list fits better? *asking*

2nd question, in class CChatRoom should't
std::vector<CString> m_UserList; be a
std::map<CString, int> m_UserList; (or similar)?

An implementation of CChatRoom::FindUser() could then be more simple?

Thanks for feedback.

In CGnuControl::~CGnuControl() you don't need to:
delete m_NodeList.back();
m_NodeList.pop_back();

First line is fine, but the pop_back() is not necesarry IMHO. Just destroy your objects, then at the end of the dtor the vector's memory is released and destroyed (any access on non existing socket objects can't happen).

Am I telling ****?

and If you don't dare to use std:map with MSVC use:
#pragma warning(disable: 4786) // aka identifier was truncated to 'number' characters in debug information