Short answer: You need to install Winsock 2, available from http://www.microsoft.com/windows95/downloads/

Detailed answer: Prior to version 1.3.9, Apache for Windows used Winsock 1.1. Beginning with version 1.3.9, Apache began using Winsock 2 features (specifically, WSADuplicateSocket()). WS2_32.DLL implements the Winsock 2 API. Winsock 2 ships with Windows NT 4.0 and Windows 98. Some of the earlier releases of Windows 95 did not include Winsock 2.