closesocket failing

In short this is what I'm trying:

s_ = socket(AF_INET,SOCK_STREAM,0);
try
{
   if (::connect(s_, (sockaddr *) &addr, sizeof(sockaddr)))
   {
      error = strerror(WSAGetLastError());
      throw error;
   }
}
catch (std::string e)
{
   closesocket(s_);
}

From the MSDN remarks section under closesocket:
An application should always have a matching call to closesocket for each
successful call to socket to return any socket resources to the system.

There was a successful call to socket, it's just the connect that failed (in
this particular case the port wasn't open on the other machine).

But closesocket(s); is itself causing an error:
Access violation reading location 0x00000004.
so it's basically trying to read a null pointer.

Is the MSDN wrong? Should closesocket only be called for each successful
call to connect? Or do I have to look for this specific error number
(10061, strerror comes up with "Unknown error") or is there some way to see
if a socket is legal before I try to close it? s_ is a "good" socket before
the connect. If I change the port to 80 it will work successfully.