Fix for EINTR returns from Win9X socket operations:

In summary, if a software writer implements timer events or other events
 which generate a signal with a timing fast enough to occur while libpq
is inside connect(), then connect returns -EINTR.  The code following
the connect call does not handle this and generates an error message.
The sum result is that the pg_connect() fails.  If the timer or other
event is right on the window of the connect() completion time, the
pg_connect() may appear to work sporadically.  If the event is too slow,
 pg_connect() will appear to always work and if the event is too fast,
pg_connect() will always fail.

David Ford