Winsock Performance

Im building a application that manages a LOT of concurrent network connections (requests, data exchange, closing) ... exactly like a webserver...
well i tested it with creating 1000 winsock controls, and getting the (request/data exchange) performance by opening and closing 1000 connections (200 concurrent) as fast as possible (the data exchanged is about 100 bytes) with a remote application (same computer/ loopback)
i get 400 connection requests per second, while an apache webserver manages about 1000 cps.
so how can i get more performance.