Winsock has a way to do nonblocking sockets, too. Perhaps you can take that extension, and conditionally call it or use the Win32 way depending on what OS you find yourself under. Ideally that would be part of the socket extension class discussed earlier.

The Win32 implementation of connect can return WSAEWOULDBLOCK if "The socket is marked as nonblocking and the connection cannot be completed immediately."

—John Anecdotal P.S. For years I had a ray-traced image of a wooden block (originally a study in woodgrain texture) stuck on the wall with a caption "WSAEWOODBLOCK". One day someone came into my office and, referring to an error message he had gotten, asked what a WSAEWOULDBLOCK was. I silently pointed to the sign.