libpq WSACleanup is not needed

WSACleanup is not really needed during a PQfinish. Its horribly slow if
the library ref count is 0 and it actually unloads the winsock
library, adds 225ms to PQfinish.

Solution:
A) Call WSAStartup once and never clean it up. When the app dies, so do
the ref counts and winsock is automatically unloaded.

B) Have a way of specifying the behavior, the way it is now or tell
libpq to not initialize wsa at all (kinda like ssl init callbacks).
Leave it up to the application.

I think the WSA startup/cleanup stuff is silly. If I dynamically link
with a DLL, I want it automatically loaded and cleaned up.

Worst case, your app makes lots of connections to different backends.
So, it is constantly doing PQconnectdb and PQfinish; only has a single
conn open at a time. This means its constantly loading and unloading
winsock.

Andrew