how to include socket.h in visual studio 2005..
You probably should use winsock2.h from the corresponding Platform SDK. Sockets on Windows are somewhat different from sockets on Linux or Unix.
In the Platform SDK the documentation for windows sockets is under Networking->Network Protocols->Windows Sockets->Windows Sockets 2. I recommend you read it before trying any socket programming on Windows.
I think fpmurphy is right.
socket.h is for Linux or Unix.