Can't see IActiveDesktop?

I'm fiddling with COM and as a first program I thought I'd have a fiddle with IActiveDesktop. According to MSDN I need to include shlobj.h, which I do, but this code fails to compile:

Code:

#include <iostream>
#include <windows.h>
#include <shobjidl.h>
#include <shlguid.h>
#include <shlobj.h>

using namespace std;

int main(int argc, char *argv[])
{
    HRESULT hr = 0;
    IShellLink *pISL;
    IActiveDesktop *pIAD;

    CoInitialize(0);

    hr = CoCreateInstance(CLSID_ShellLink,
                          NULL, // no aggregation
                          CLSCTX_INPROC_SERVER,
                          IID_IShellLink,
                          (void **) &pISL);

    if (SUCCEEDED(hr))
    {

        pISL->Release();
    }
    else
    {
        CoUninitialize();
        cout << "Error creating COM object [" << hr << "]" << endl;
        return -1;
    }

    CoUninitialize();
    return 0;
}

(I was looking at IShellLink too).

Errors:

Code:

c:\Documents and Settings\lee\Desktop\COMStuff\COMStuff.cpp(12) : error C2065: 'IActiveDesktop' : undeclared identifier
c:\Documents and Settings\lee\Desktop\COMStuff\COMStuff.cpp(12) : error C2065: 'pIAD' : undeclared identifier

Am I missing something here? If I right click IActiveDesktop and "Go to definition" it takes me to shlobj.h so I know it's there.

It's ok I had a search for IActiveDesktop on koders and found that some software used wininet.h too. Why the hell doesn't MSDN say that? Or any of the tutorials you read?

Stoopid world.

EDIT: While on the subject, are there any good tutorials out there? The best one I've found was on codeproject and the MSDN docs are quite easy to follow. I just thought there would have been more articles on it.