I found this site to be a really good place if you are interested in learning about network programming, and already have a little bit of knowledge of C/C++. It teaches you how to create a client and a server from scratch. It has a lot of sample code for you to look at to help you get a better feeling of what your code should look like. Most of the code in the tutorial is for Unix users, but it also has a little section that tells you how to convert your Unix code to its Windows counterpart. It is very simple to go from Unix to Windows, you just have to add a few extra things for the Windows variation. Here is the link:

http://www.ecst.csuchico.edu/~beej/guide/net/html/