I don't think the Winsock APIs have changed significantly. I have just tried loading a Project using Winsock onto my Vista Machine and it works fine. (However, I did get some errors when loading the project "Unable to access Registry" and the Winsock control went missing form my form. I just re-drew one on the Form and it worked OK.)

I haven't got much knowledge about Vista yet, but I wonder if it's sensitive about which Port(s) you use