Microsoft say this about Winsock error 10035 - WSAEWOULDBLOCK:

This error is returned from operations on nonblocking sockets that cannot be completed immediately, for example recv when no data is queued to be read from the socket. It is a nonfatal error, and the operation should be retried later. It is normal for WSAEWOULDBLOCK to be reported as the result from calling connect on a nonblocking SOCK_STREAM socket, since some time must elapse for the connection to be established.

Full details of Winsock TCP error 10035 - WSAEWOULDBLOCK:

Berkeley description: This is a temporary condition and later calls to the same routine may complete normally (also known as EAGAIN error in Berkeley Software Distribution version 4.3)

WinSock description: Same as Berkeley. The socket is marked as non-blocking (non-blocking operation mode), and the requested operation is not complete at this time.

Detailed descriptions:

connect(): the operation is underway, but as yet incomplete.

closesocket(): occurs on a non-blocking socket with non-zero timeout set with SO_LINGER. The behavior may vary: some WinSocks might complete in background, and others may require another call to closesocket to complete. Do not set non-zero timeout on non-blocking sockets to avoid this ambiguity (see Chapter 9 for more information).

send() or sendto(): out of buffer space, so try again later or wait until FD_WRITE

notification (WSAAsyncSelect()) or writefds is set.

all other functions: retry the operation again later since it cannot be satisfied at this time.