Win32 Winsock non-blocking socket for connect()

Hi,

I've done enough googling on this and am about to go bald so figured i'd give in and ask here.

I'd like to make this non-blocking, to speed up the process, allowing me to specify a timeout. If that's not possible i'd like to thread it as a last resort to allow multiple connection attempts.

My code is as follows:
-------------------------
    /*
     * Make sure we're dealing with a valid socket.
     */
    if ((sock = socket(AF_INET, SOCK_STREAM, 0)) == INVALID_SOCKET)
    {
        WSACleanup();                                                      // Cleanup Winsock.
        perror("Socket");
        exit(-1);
    }

    SOCKADDR_IN addr;                                                      // Socket address information.
    addr.sin_family = AF_INET;                                          // Address family internet.
    addr.sin_addr = *((LPIN_ADDR)*rh->h_addr_list);            // IP to connect to.
    addr.sin_port = htons(port);                                    // Port to connect on.

      /*
       * Try and connect to the port.
      */
      if ((connect(sock,(struct sockaddr *) &addr, sizeof(addr))) == 0)
      {
        return 0;
      }
      else
      {
        return 1;
      }

      /*
       * Close socket.
       */
    close(sock);
-------------------------

If someone could point out what I need to use to make this non-blocking that'd be great. I'd rather not use Winsock2 stuff like WSAEVENT.

Cheers,

Dave