Fix issue #5: Drop bogus use of connect(), fails on FreeBSD

For some reason the legacy code to open a local kernel socket for IPv4
group join/leave (IP_ADD/DROP_MEMBERSHOP) had a completely useless
connect() statement in it.  It's not needed to do setsockopt() and
FreeBSD 10 fails on it -- drop code and simplify.

Signed-off-by: Joachim Nilsson <troglobit@gmail.com>