Undefined Reference / Unresolved External Symbol

Question

I'm trying to use WinSock.h header file, but I get either one of the errors below: in VS2010 (C++):

Unresolved External Symbol to [the function included in winsock.g, e.g socket()]

in gcc command line (C):

Undefined Reference to [the function included in winsock.g, e.g socket()]

code is simple: Just including the Winsock.h header file and then

SOCKET s =  socket (AF_INET, SOCK_STREAM, IPPROTO_TCP);

I get an error on socket() & closesocket() functions...! I searched in Stackoverflow and found several topics over this, but they all suggested a change in the header file. I can't change WinSock.h here, so I need a solution in the actual code that uses the header file. Any ideas?