I don't do Windows but I believe the usual advice would be to use threads. BrowserUk posted a nice example of a (non-blocking) threaded client at Re: Sockets and threads, oh my!

That client code is 4 years old and I'm not sure if you still need to do the ioctl song and dance to get Windows to give you a non-blocking socket (if you even want one), but the principles should still be relevant.

In reply to Re^3: Sync messages for chatting peers by rowdog
in thread Sync messages for chatting peers by kzle

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