Correct some proxy related socket leaks.

src/netbase.cpp

@@ -293,8 +293,10 @@ bool static Socks5(string strDest, int port, SOCKET& hSocket)
         case 0x03:
         {
             ret = recv(hSocket, pchRet3, 1, 0) != 1;
-            if (ret)
+            if (ret) {
+                closesocket(hSocket);
                 return error("Error reading from proxy");
+            }
             int nRecv = pchRet3[0];
             ret = recv(hSocket, pchRet3, nRecv, 0) != nRecv;
             break;
@@ -501,6 +503,7 @@ bool ConnectSocket(const CService &addrDest, SOCKET& hSocketRet, int nTimeout)
             return false;
         break;
     default:
+        closesocket(hSocket);
         return false;
     }
 
@@ -532,7 +535,9 @@ bool ConnectSocketByName(CService &addr, SOCKET& hSocketRet, const char *pszDest
 
     switch(nameproxy.second) {
         default:
-        case 4: return false;
+        case 4:
+            closesocket(hSocket);
+            return false;
         case 5:
             if (!Socks5(strDest, port, hSocket))
                 return false;