Don't catch your exception within your testclass and instead throw an
exception... -> class testclass throws IOException...

Then in your main class you try / catch to react on it...

Cheerio Vince

As written, your code will stop after one socket read anyway, assuming
'socket' is of a type that has a read() method.

Even if you put the read() in a loop, inside the try {} block, the loop will
break on the exception and will end.  No special action needed on your part.

You also do not need to rethrow the exception.

You absolutely DO need to move the read() out of the constructor for the
class.  You also should name the class with an initial upper-case letter.  You
should consider making the class public.  The name should reflect the purpose
of a class, not that it is a class.  Of course it's a class.  Every class is a
class.

If your main() method lacks a String [] parameter and is not static, you
cannot run it from the command line.

public class TestSocket
{
 private static final int BUFZ = 8192;

 public byte [] readSocket( String host, int port )
 {
   Socket socket;
   try
   {
     socket = new Socket( host, port );
   }
   catch ( Exception e )
   {
     throw new IllegalStateException( e );
   }

   try
   {
     return readSocket( socket );
   }
   finally
   {
     try
     {
       socket.close();
     }
     catch ( IOException e )
     {
       System.err.println( "Socket close. "+e.getMessage();
     }
   }
 }

 public byte [] readSocket( Socket socket )
 {
   ByteArrayOutputStream baos = new ByteArrayOutputStream( BUFZ );
   try
   {
     InputStream ins = socket.getInputStream();

     byte buf [] = new byte [BUFZ];
     for( int bred; (bred = ins.read( buf )) > -1; )
     {
       baos.write( buf, 0, bred );
     }
     return baos.toByteArray();
   }
   catch( IOException e )
   {
     throw new IllegalStateException( e );
   }
   finally
   {
     try { baos.close(); } catch ( IOException e ) {}
   }
 }

 public static void main( String [] args )
 {
   TestSocket tester = new TestSocket();
   try
   {
     byte [] got = tester.readSocket( "localhost", 6666 );
     System.out.println( got );
   }
   catch ( IllegalStateException e )
   {
     System.err.println( "TestSocket.readSocket(): " + e.getMessage() );
   }
 }
}