When writing the UltraChat program, I needed to write a port scanner that would look for running UltraChat servers. A port scanner basically attempts to connect to a host on a given port and return true or false if a connection was (or wasn't) established. The problem with doing this is that when a connection cannot be establish, Winsock (windows sockets) will keep trying, allowing for servers that are slow to reply. Which then slows the whole process down. To get around this I used a simple threading and timer technique to kill the request if it doesnt succeed within a given time. Code:
bool quickConnect(char* remoteHostIP, int port)
{
      struct sockaddr_in sAddress;

      //set up connection info
      sAddress.sin_family = AF_INET;
      sAddress.sin_port = htons(port);                                                      //port
      sAddress.sin_addr.S_un.S_addr = inet_addr(remoteHostIP);                  //IP

      //use a thread to do the connection
      HANDLE tConnThread;
      DWORD threadID;
      DWORD tExitCode=0;

      tConnThread=CreateThread(NULL,0,&quickConnectTTL,&sAddress,0,&threadID);

      //now wait 1seconds maximum for response
      SYSTEMTIME now;
      GetSystemTime(&now);

      int finishTime=(now.wDay * 24 * 60)+(now.wHour * 60)+(now.wSecond)+1;
      int nowTime=0;

      while(nowTime<finishTime){
            GetSystemTime(&now);
            nowTime=(now.wDay * 24 * 60)+(now.wHour * 60)+(now.wSecond);
            //check if already exited, dont waste time
            GetExitCodeThread(tConnThread,&tExitCode);
            if(tExitCode!=STILL_ACTIVE){
                  break;
            }
      }

      //get the return value from connection
      GetExitCodeThread(tConnThread,&tExitCode);

      //if thread did not exit, time is up, close the thread and assume no server
      if(tExitCode==STILL_ACTIVE){
            TerminateThread(tConnThread,0);
            tExitCode=0;
      }

      CloseHandle(tConnThread);

      bool present;
      //check return values
      if(tExitCode==1){
            present=true;
      }
      else{
            present=false;
      }

      return present;

}

DWORD WINAPI quickConnectTTL(LPVOID sAddressPTR){
      //copy struct info from PTR
      struct sockaddr_in sAddress;
      memcpy(&sAddress,sAddressPTR,sizeof(struct sockaddr_in));

      //connect to remote host
      int concode;
      SOCKET s=socket(AF_INET,SOCK_STREAM,0);
      concode=connect(s ,(struct sockaddr *)&sAddress,sizeof(sAddress));

      if(concode==SOCKET_ERROR){
            ExitThread(0);
            return 0;
      }
      else{
            closesocket(s);
            ExitThread(1);
            return 1;
      }
}
The above example waits 1 second for a reply, and then assumes a false result. To use the code, you need to include the windows sockets headers and initialise the winsock, then call quickConnect passing the host/port.