Fixed Windows compilation errors and memory leak

Fixed Windows compilation errors introduced by https://github.com/zeromq/aziomq/pull/8
and memory leak discussed in https://github.com/zeromq/aziomq/pull/9#discussion-diff-20735727
As somebody else pointed out to me, zmq_event_t was removed from the public interface in commit https://github.com/zeromq/libzmq/commit/9753de8566d335703c96160aa4e5f9c6e55208a9#diff-e81114d231ae71d13f16d1b6970abb37L353