In the board game Hex, players take turns coloring hexagons either red or blue. One player tries to connect the top and bottom edges of the board, colored red; the other tries to connect the left and right edges, colored blue. It is known that a game of Hex will never end in a tie: no matter how it is played, there will always be either a blue path connecting the blue edges, or a red path connecting the red edges.
My question is, if this fact always holds for a finite grid of hexagons, does it also hold on the plane? If the top and bottom edges of a square are colored red, the left and right edges are colored blue, and the interior of the square is colored arbitrarily, must there be either a red path connecting the red edges, or a blue path connecting the blue edges?
More formally, let $S$ be any subset of $[0, 1]^2$. $S$ will represent the points that are red. Must there be either a path within $S$ whose endpoints are of the form $(x, 0)$ and $(x, 1)$, or a path within $[0, 1]^2 - S$ whose endpoints are of the form $(0, y)$ and $(1, y)$?