Hmm, damn stupid fd_set implementation by Winsock does of course not

Hmm, damn stupid fd_set implementation by Winsock does of course not
work like any other one: it's actually thirty two times as big than the
POSIX ones for any given FD_SETSIZE, plus FD_SET and FD_ISSET are O(n)
instead of O(1). But at least, the mingw implementations of FD_SET has
built-in overflow checks.

Also, Winsock insists on returning big socket numbers, so we can't drop
those above FD_SETSIZE or we have no TCP/IP support at all, anyway.