[krbdev.mit.edu #5925] Windows socket(...) returns SOCKET, not file handle

[Kevin Koch via RT]

sendto_kdc.c start_connection(...) calls socket(...).  

The returned SOCKET is treated as a file handle.

On Windows, the SOCKET is greater than FD_SETSIZE, so close is called.  
The SOCKET is also greater than the number of file handles, so close 
asserts.