backport (partially) jeremy's 1.178
Use PySocket_Err() instead of PyErr_SetFromErrno().
The former does the right thing on Windows, the latter does not.
The 'partial' is because the code's changed quite a lot and it's not clear
that the two that are still there of the form
return PyErr_SetFromErrno(SSLErrorObject);
can be replaced with PySocket_Err() - it looks like they need the new
PySSL_SetError, which is a tad large to be comfortable with just checking
in without reading it further.