Version 1.44 of SocketFactory.pm includes the following code at line 31:

# Provide a dummy EINPROGRESS for systems that don't have one.  Give
# it a documented value.
BEGIN {
  # http://support.microsoft.com/support/kb/articles/Q150/5/37.asp
  # defines EINPROGRESS as 10035.  We provide it here because some
  # Win32 users report POSIX::EINPROGRESS is not vendor-supported.
  if ($^O eq 'MSWin32') {
    eval '*EINPROGRESS = sub { 10036 };';
    eval '*EWOULDBLOCK = sub { 10035 };';
    eval '*F_GETFL     = sub {     0 };';
    eval '*F_SETFL     = sub {     0 };';
  }
}
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This looks like it would take care of this problem for you. If you don't have this version, consider upgrading.