From: Warren Young
Date: September 13 2007 10:25am
Subject: Re: cannot open include file winsock.h
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siva kumar pudi wrote:
> 1>c:\documents and settings\siva\my documents\visual
> studio\projects\mysql++-2.3.2\lib\common.h(43) : fatal error C1083: Cannot
> open include file: 'winsock.h': No such file or directory

Install the Platform SDK from the same place you got Visual Studio 
Express.  And please take these questions to a more appropriate forum. 
We're here to support MySQL++, not teach you how to program in Windows.