If I read this right then you''re talking about stream sockets. Stream sockets don''t base on packets until a long way down the layers. You don''t read packets but data that was recieved on a stream since the last read() or estalbishing the link.
You basically could try to implement some kind of protocol (like putting the length of the sent data at the beginning of a send-buffer) if you need it. A good point to start at (though perhaps not so much for winsock) would be Beej''s Guide to Network Programming.