Perhaps you don't have IPv6 support? A very brief look into MSDN gives the following, which doens't really answer the question of if it existed before Vista.
" On the Microsoft Windows Software Development Kit (SDK) released for Windows Vista and later, the organization of header files has changed and IPPROTO_IPV6 level is defined in the Ws2def.h header file which is automatically included in the Winsock2.h header file. The IPPROTO_IPV6 socket options are defined in the Ws2ipdef.h header file which is automatically included in the Ws2tcpip.h header file. The Ws2def.h and Ws2ipdef.h header files should never be used directly. "