Fix error propagation from WinSock functions. Fix cleanup of sockets. Allow the handshake to be interrupted.

limelight-common/ControlStream.cpp

@@ -8,7 +8,7 @@ typedef struct _NVCTL_PACKET_HEADER {
 } NVCTL_PACKET_HEADER, *PNVCTL_PACKET_HEADER;
 
 IP_ADDRESS host;
-SOCKET ctlSock;
+SOCKET ctlSock = INVALID_SOCKET;
 STREAM_CONFIGURATION streamConfig;
 PLT_THREAD heartbeatThread;
 PLT_THREAD jitterThread;