diff -Naur a/Modules/selectmodule.c b/Modules/selectmodule.c
--- a/Modules/selectmodule.c	2014-05-31 22:58:40.000000000 +0400
+++ b/Modules/selectmodule.c	2014-06-03 08:13:17.942800000 +0400
@@ -107,9 +107,9 @@
         v = PyObject_AsFileDescriptor( o );
         if (v == -1) goto finally;
 
-#if defined(_MSC_VER)
+#if defined(MS_WIN32)
         max = 0;                             /* not used for Win32 */
-#else  /* !_MSC_VER */
+#else  /* !MS_WIN32 */
         if (!_PyIsSelectable_fd(v)) {
             PyErr_SetString(PyExc_ValueError,
                         "filedescriptor out of range in select()");
@@ -117,7 +117,7 @@
         }
         if (v > max)
             max = v;
-#endif /* _MSC_VER */
+#endif /* MS_WIN32 */
         FD_SET(v, set);
 
         /* add object and its file descriptor to the list */
diff -Naur a/setup.py b/setup.py
--- a/setup.py	2014-06-03 08:13:17.833600000 +0400
+++ b/setup.py	2014-06-03 08:13:17.942800000 +0400
@@ -658,7 +658,11 @@
             missing.append('spwd')
 
         # select(2); not on ancient System V
-        exts.append( Extension('select', ['selectmodule.c']) )
+        select_libs = []
+        if host_platform.startswith(('mingw', 'win')):
+            select_libs += ['ws2_32']
+        exts.append( Extension('select', ['selectmodule.c'],
+                               libraries=select_libs) )
 
         # Fred Drake's interface to the Python parser
         exts.append( Extension('parser', ['parsermodule.c']) )