diff --git a/src/proxy.h b/src/proxy.h
index fa73b30..fa4cd38 100644
--- a/src/proxy.h
+++ b/src/proxy.h
@@ -182,7 +182,8 @@ size_t threadstacksize(int extra);
 #ifndef strncasecmp
 #define strncasecmp strnicmp
 #endif
-#define seterrno3(x) _set_errno(x)
+/* errno is WSAGetLastError() here */
+#define seterrno3(x) WSASetLastError(x)
 #else
 #define seterrno3(x) (errno = x) 
 #endif
diff --git a/src/socks.c b/src/socks.c
index af3255b..54e2f1b 100644
--- a/src/socks.c
+++ b/src/socks.c
@@ -381,7 +381,7 @@ fflush(stderr);
 						break;
 					}
 					if (!fds[0].revents) {
-						errno = EAGAIN;
+						seterrno3(EAGAIN);
 						continue;
 					}
 					sasize = sizeof(param->sinsr);