cleanup compat.h Windows stuff

- remove an unneded include for mswsock.h as we use winsock2.h anyway
- remove typedef u_int SOCKET; as this causes a redeclaration warning with
  mingw-64 compilers and is not needed anyway
- remove typedef int socklen_t;  as this is defined in ws2tcpip.h

I hope pulltester is happy with this :).