With fsocketopen you connect to the server then request the file - but i don't see it being better than fopen. In all all likelihood it uses the same method as fopen.
You could consider checking the files with a cron job at a time more convenient to your server, or get a faster one :-)
-- seriously if fopen is slowing you down your site may well of out grown your host.
how often are you needing to do this?