and if you look up that error code you get

Socket is not connected.
A request to send or receive data was disallowed because the socket is not connected and (when sending on a datagram socket using sendto) no address was supplied.
From which API are you getting 10057? Are you now checking the return value from every API?

I suspect
Code:
connect(Socket, (SOCKADDR*)&SocketAddr, sizeof(SOCKADDR_IN));
is failing. What's the return value? If it's not 0, there is a problem here.