Don't compare socket results to -1 but to INVALID_SOCKET
Fix memory leak
Move variable declarations to point of first use.
Don't leak sockets on error
Comment formatting.
Clients now bind to a single interface instead of 0.0.0.0.

This should help avoid problems with the Windows firewall.
Clients broadcast UDP messages at the VRPN server with their hostname
and the TCP port number they're listening on. The server connect's to
the client's TCP port when it receives those messages.

Previously, the client listened on all available interfaces (0.0.0.0)
for the server's connection. This caused the Windows firewall to ask
permission before allowing the connection to complete.

By having the client listen only on a single interface (the interface
used to communicate with the server -- 127.0.0.1 for local servers), we
should escape harassment by the Windows firewall.