extend and cleanup use of closesocket()

- always call closesocket() before printing any text (ensure consistent
  usage in the code)
- remove redundant checks for INVALID_SOCKET before calling closesocket()
  as this case is always handled in closesocket() anyway (also the socket
  is set to state INVALID_SOCKET there)
- add missing closesocket() calls for BindListenPort()
- add missing vhListenSocket.clear() to ~CNetCleanup()

changes in ConnectSocketDirectly() unrelated to closesocket()
- replace 3 following calls to WSAGetLastError() by storing result into
  nErr and use this in an if-clause
- convert an if() to an else if(), which removes an unneded check if the
  first case is true
If you like or not, that IS the case for all calls to the function currently... we use closesocket() as a wrapper for the os specific ones and added some things. What would you suggest doing? IMHO it's a lot of duplication if we want to check everytime if a socket has state INVALID_SOCKET before calling our closesocket() function, no?