Microsoft say this about Winsock error 10037 - WSAEALREADY:

An operation was attempted on a nonblocking socket with an operation already in progress—that is, calling connect a second time on a nonblocking socket that is already connecting, or canceling an asynchronous request (WSAAsyncGetXbyY) that has already been canceled or completed.

Full details of Winsock TCP error 10037 - WSAEALREADY:

Berkeley description: An operation was attempted on a non-blocking object that already had an operation in progress.

WinSock description: Unlike Berkeley Sockets, in WinSock WSAEALREADY means that the asynchronous operation you attempted to cancel has already been canceled. However, there's little distinction between WSAEALREADY and WSAEINVAL since a WinSock DLL cannot tell the difference between an asynchronous operation that has been cancelled and one that was never valid.