diff --git a/paramiko/sftp.py b/paramiko/sftp.py
index 8d1db46..0b2bbe2 100644
--- a/paramiko/sftp.py
+++ b/paramiko/sftp.py
@@ -16,6 +16,7 @@
 # along with Paramiko; if not, write to the Free Software Foundation, Inc.,
 # 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA.
 
+import select
 import socket
 import struct
 
@@ -147,7 +148,20 @@ class BaseSFTP (object):
     def _read_all(self, n):
         out = ''
         while n > 0:
-            x = self.sock.recv(n)
+            if isinstance(self.sock, socket.socket):
+                # sometimes sftp is used directly over a socket instead of
+                # through a paramiko channel.  in this case, check periodically
+                # if the socket is closed.  (for some reason, recv() won't ever
+                # return or raise an exception, but calling select on a closed
+                # socket will.)
+                while True:
+                    read, write, err = select.select([ self.sock ], [], [], 0.1)
+                    if len(read) > 0:
+                        x = self.sock.recv(n)
+                        break
+            else:
+                x = self.sock.recv(n)
+                
             if len(x) == 0:
                 raise EOFError()
             out += x