A misconfigured windows slave tries (unsuccessfully) to connect again and again to the master without closing connections, they stay in 'CLOSE_WAIT' state (viewed with netstat, more precisely this means that TCP FIN has been received, but close() hasn'nt been called).

The problem is that those connections accumulate up to 5000 (which is the limit set by windows) and then the server cannot open any socket anymore.
Workaround : stopping the misconfigured hudson service.