The default socket buffer size in Windows sockets is 8k, or 8192 bytes. Use the setsockopt Windows function to increase the size of the buffer (refer to the SO_RCVBUF option).
But beyond that, increasing the size of your receive buffer will only delay the time until packets get dropped again if you are not reading the packets fast enough.
Typically, you want two threads for this kind of situation.
The first thread exists solely to service the socket. In other words, the thread's sole purpose is to read a packet from the socket, add it to some kind of properly-synchronized shared data structure, signal that a packet has been received, and then read the next packet.
The second thread exists to process the received packets. It sits idle until the first thread signals a packet has been received. It then pulls the packet from the properly-synchronized shared data structure and processes it. It then waits to be signaled again.
As a test, try short-circuiting the full processing of your packets and just write a message to the console (or a file) each time a packet has been received. If you can successfully do this without dropping packets, then breaking your functionality into a "receiving" thread and a "processing" thread will help.
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