how can I know when the server disconnects me or the connection is lost in other situations when using async sockets?

When you call WSAAsyncSelect(), pass FD_CLOSE as one of the event flags.

If you are in a non-windows environment (which you should be ), you may want to try the following.

Note:
The function recv() will return 0 (zero) if the socket has disconnected.
So does send().

fd_set mySet;SOCKET theConnectedSocket;TIMEVAL tv;// ( ... in main loop where you recv data or whatnot ... )// Set up our fd_set structureFD_ZERO(&mySet);// Add our ConnectedSocket to the sockets that mySet contains.FD_SET(theConnectedSocket, &mySet);// Wait only 0.025 seconds for the select() function to returntv.tv_sec = 0;tv.tv_usec = 25;// Call selectselect(FD_SETSIZE, &mySet, NULL, NULL, &tv);// Check to see if the socket is readable OR has disconnectedif( FD_ISSET( theConnectedSocket, &mySet ) ){  // Try to read data  int iReturn = recv(theConnectedSocket, theBuffer, BufferSize);  // If iReturn == zero, then the socket disconnected  if( iReturn == 0 )  {     closesocket(theConnectedSOcket);     // And whatever else you have to do.  }}

I would prefer using the send() method and sending 0 bytes.
Because what happens, when you''re recv()''ing and there is really no data pending? you get a zero as return value.

The MSVC++ Help says:

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Calling send with a zero len parameter is permissible and will be treated by implementations as successful. In such cases, send will return zero as a valid value.
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If no error occurs, send returns the total number of bytes sent, which can be less than the number indicated by len for nonblocking sockets. Otherwise, a value of SOCKET_ERROR is returned, and a specific error code can be retrieved by calling WSAGetLastError.
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WSAECONNRESET
The virtual circuit was reset by the remote side executing a "hard" or "abortive" close. For UPD sockets, the remote host was unable to deliver a previously sent UDP datagram and responded with a "Port Unreachable" ICMP packet. The application should close the socket as it is no longer usable.

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yesa thats it. If your connection is gracefully closed you will probably get a close message or something from your server app.
WSACONNRESET is the other case...