PGM Support in Windows XP

Hi,
In MCDN Library WinSock2 Document: IPPROTO_RM Socket Options, it states that
Windows XP: Reliable Multicast Programming (PGM) is not supported.
But it also stated that use WSAENumProtocols to find installed Protocols.
I wrote a few lines of code, and I found IPPROTO_RM is installed in my PC,
which runs WindowsXP. This has confused me: Supported or Not Supported?
I tried two samples, one compiles and runs. But No Communication between PGM
server and Client.
The other sample would not compile and failed at connect.

Can anyone expert on this issue confirm that PGM is supported in WindowsXP,
and is any working sample available, so I can have a jump start?

Thanks,
David