Unconditionally use the WSA equivalents of Socket error constants.

This change will only apply to mingw compilers, and has been found
necessary by late versions of the mingw-w64 compiler. It's the same as
what is done elsewhere for the Microsoft compilers.

If this doesn't upset older compilers in the buildfarm, it will be
backpatched to 9.1.

Problem reported by Michael Cronenworth, although not his patch.