I want to receive 4 bytes from a connected socket, I code like this:

data = sock.recv(4)

There is a problem with above code. The recv method will not block until it
get all 4 bytes. So I use the second param of recv method like this

data = sock.recv(4, socket.MSG_WAITALL)

This works fine on linux with python 2.5, while on windows, the interpreter
tells me 'AttributeError: 'module' object has no attribute 'MSG_WAITALL''.
How can I work this out, or there is another way to get certain bytes from a
socket and block if it hasn't got enough bytes?

:)
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