Take a look at Indy 10, apparently it was 'supposed' to support IOCP in its SuperCore. I haven't had time to check this out yet, but I do need to sort this out soon.

I am writting a MMORPG and it's going to need to use IOCP or it won't scale well.

I was suprised that there is a low (5000) limit to the number of socket connections in Windows as well.