Following POSIX and Linux, allow a connected DGRAM socket's connection
to be reset (so that the socket becomes unconnected). This is done by
calling connect and specifing an address whose family is AF_UNSPEC.
When connect is called on a DGRAM socket, the call to Winsock's
connect can immediately return successfully rather than failing with
WSAEWOULDBLOCK. Set the connect state to "connected" in this case.
Previously the connect state remained "connect_pending" after the
successful connection.