Windows posix sockets performance

Question

I am looking for information on Windows network programming. Mainly how to get a single executable to cope with 1000 connections.

We use select() FD_ISSET etc on unix and this works very quick. On Windows these APIs are very poor. FD_SET is lots slower but even when working around this, Windows is lots slower than HPUX.

I'm looking for a win32 API call which I can use instead of the select() call which doesnt require so much CPU/time. Currently we spend 50% of the time (and CPU) in select(), where as on unix the time spent in send() and recv(), which is what I would expect.

Thanks Neil