libpq win32-native errno fix

i've spotted a following problem using DBD::Pg under win32. winsock
functions do not set errno, so some normal conditions are treated as
fatal errors. e.g. fetching large tuples fails, as at some point recv()
returns EWOULDBLOCK. here's a patch, which replaces errno with
WSAGetLastError(). i've tried to to affect non-win32 code.

/Dmitry