Michael, when you open an issue, you need to stay nosy so we can ask questions.  This is especially true when the issue involved 3rd party modules, like pygame, and even more, when personal files, like the images, are required.  In this case:

0. Which patch release of 2.7 are you running?  If not 2.7.11, please upgrade and retry.  There was a patch for Error 10035 in March 19, 2013, which would be about the time of 2.7.6 or so.
https://hg.python.org/cpython/rev/8ec39bfd1f01 #9090

1.Does your program run correctly when you run it directly with python from the console, with "python pathto/Skier"?

2. Were you running it from the IDLE editor?  If so, does it fail immediately? or after the game runs a bit?  Does it seem to always fail in exactly the same way, at the same time?

[A 'socket' is a class abstraction used to communicate between different processes.  It is usually used for processes on different machines, as with the browser process on your machine and a server process on another machine, but can be used for two processes on the same machine.]

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This appears to be a socket issue, not an IDLE issue as such, just as #25332 was not a urllib issue.  This is the 10th issue found searching the tracker for 'Error 10035', but the first, I think, involving IDLE.  I know essentially nothing about the subject.