这是在学《Windows网络编程（第二版）》第六章时制作的一个例子
由于书中没有给出简洁的例子，本人在学这里时就费了很多时间。
现在把完成的代码贴出来，供大家参考。
下面包括了主程序部分，工作线程在（2）中贴出，由于代码太长。
本程序在VS2003编译器编译运行。在6.0下可能需要稍加修改。

#include <iostream>
#include <winsock2.h>
#include <ws2tcpip.h>
#include <mswsock.h>    //微软扩展的类库

using namespace std;
#define SEND 0
#define RECV 1
#define ACCEPT 2

#define DATA_LENGTH 1000
//单句柄数据定义
typedef struct _PER_HANDLE_DATA
{
    SOCKET socket;    //相关的套接字
    SOCKADDR_STORAGE clientAddr;    //客户端的地址
}PER_HANDLE_DATA,*LPPER_HANDLE_DATA;

//但IO操作数据
typedef struct{
    OVERLAPPED overlapped;
    WSABUF buffer;    //一个数据缓冲区,用于WSASend/WSARecv中的第二个参数
    char dataBuffer[DATA_LENGTH];    //实际的数据缓冲区
    int dataLength;                    //实际的数据缓冲区长度
    int operatorType;                //操作类型,可以为SEND/RECV两种
    SOCKET client;                    //分别表示发送的字节数和接收的字节数
}PER_IO_DATA,*LPPER_IO_DATA;

void main()
{
    HANDLE CompletionPort;
    WSADATA data;
    SYSTEM_INFO info;
    SOCKADDR_IN addr;
    SOCKET Listen;

unsigned int i;
    WSAStartup(MAKEWORD(2,2),&data);

//创建一个IO完成端口
    CompletionPort = CreateIoCompletionPort(INVALID_HANDLE_VALUE,NULL,0,0);
    //确定处理器的数量
    GetSystemInfo(&info);    //创建线城
    for(i=0;i<info.dwNumberOfProcessors * 2;i++)
    {
        //根据处理器的数量创建相应多的处理线程
        HANDLE thread = CreateThread(NULL,0,ServerThread,CompletionPort,0,NULL);
        CloseHandle(thread);
    }
    //创建一个监听套接字(进行重叠操作)
    Listen = WSASocket(AF_INET,SOCK_STREAM,0,NULL,0,WSA_FLAG_OVERLAPPED);
    //将监听套接字与完成端口绑定
    LPPER_HANDLE_DATA perDandleData;
    perDandleData = (LPPER_HANDLE_DATA)GlobalAlloc(GPTR,sizeof(PER_HANDLE_DATA));
    perDandleData->socket = Listen;
    CreateIoCompletionPort((HANDLE)Listen,CompletionPort,(ULONG_PTR)perDandleData,0);

addr.sin_family = AF_INET;
    addr.sin_addr.s_addr = htonl(INADDR_ANY);
    addr.sin_port = htons(5500);

bind(Listen,(PSOCKADDR)&addr,sizeof(addr));
    listen(Listen,5);

LPFN_ACCEPTEX lpfnAcceptEx = NULL;    //AcceptEx函数指针
    //Accept function GUID
    GUID guidAcceptEx = WSAID_ACCEPTEX;
    //get acceptex function pointer
    DWORD dwBytes = 0;
    if(WSAIoctl(Listen,SIO_GET_EXTENSION_FUNCTION_POINTER,
        &guidAcceptEx,sizeof(guidAcceptEx),&lpfnAcceptEx,sizeof(lpfnAcceptEx),
        &dwBytes,NULL,NULL)==0)
        cout<<"WSAIoctl success..."<<endl;
    else{
        cout<<"WSAIoctl failed..."<<endl;
        switch(WSAGetLastError())
        {
        case WSAENETDOWN:
            cout<<""<<endl;
            break;
        case WSAEFAULT:
            cout<<"WSAEFAULT"<<endl;
            break;
        case WSAEINVAL:
            cout<<"WSAEINVAL"<<endl;
            break;
        case WSAEINPROGRESS:
            cout<<"WSAEINPROGRESS"<<endl;
            break;
        case WSAENOTSOCK:
            cout<<"WSAENOTSOCK"<<endl;
            break;
        case WSAEOPNOTSUPP:
            cout<<"WSAEOPNOTSUPP"<<endl;
            break;
        case WSA_IO_PENDING:
            cout<<"WSA_IO_PENDING"<<endl;
            break;
        case WSAEWOULDBLOCK:
            cout<<"WSAEWOULDBLOCK"<<endl;
            break;
        case WSAENOPROTOOPT:
            cout<<"WSAENOPROTOOPT"<<endl;
            break;
        }
        return;
    }

//while(true)
    //{
        //准备调用 AcceptEx 函数，该函数使用重叠结构并于完成端口连接
        LPPER_IO_DATA perIoData = (LPPER_IO_DATA)GlobalAlloc(GPTR,sizeof(PER_IO_DATA));
        memset(&(perIoData->overlapped),0,sizeof(OVERLAPPED));    
        perIoData->operatorType = ACCEPT;
        //在使用AcceptEx前需要事先重建一个套接字用于其第二个参数。这样目的是节省时间
        //通常可以创建一个套接字库
        perIoData->client = WSASocket(AF_INET,SOCK_STREAM,IPPROTO_TCP,0,0,WSA_FLAG_OVERLAPPED);

perIoData->dataLength = DATA_LENGTH;
        DWORD flags = 0;
        
        //调用AcceptEx函数，地址长度需要在原有的上面加上16个字节
        //注意这里使用了重叠模型，该函数的完成将在与完成端口关联的工作线程中处理
        cout<<"Process AcceptEx function wait for client connect..."<<endl;
        int rc = lpfnAcceptEx(Listen,perIoData->client,perIoData->dataBuffer,
            perIoData->dataLength-((sizeof(SOCKADDR_IN)+16)*2),
            sizeof(SOCKADDR_IN)+16,sizeof(SOCKADDR_IN)+16,&dwBytes,
            &(perIoData->overlapped));
        if(rc == FALSE)
        {
            if(WSAGetLastError()!=ERROR_IO_PENDING)
                cout<<"lpfnAcceptEx failed.."<<endl;
        }

cin>>i;
    closesocket(Listen);
    WSACleanup();
}

IOCP配合AcceptEx的例子（2）(发表时间: 2006-7-2 14:36:00)

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