Was wracking my brains trying to figure out why WSAGetLastError() was always returning 0, despite WinSock functions return codes would indicate an error had occurred. For example after connect() might return SOCKET_ERROR, but WSAGetLastError() was always returning 0 (which isn't very useful, as I could tell it failed, but no way to determine the reason).
Then it dawned on me -- what about the _VFP.AutoYield setting? (after seeing varoius message postings regarding similar problem in Visual Basic) Sure enough, setting _VFP.AutoYield to .F. prior to the API function call allowed me to retrieve the actual error code (VFP was apparently resetting the error code in the background -- thus WSAGetLastError() was always returning 0).