[Linker error]

http://img149.imageshack.us/img149/8595/errorpv4.png
^that happens when i compile this^

Code:

#include <windows.h>

const char g_szClassName[] = "myWindowClass";
char szFileName[MAX_PATH]="";;
// Step 4: the Window Procedure
LRESULT CALLBACK WndProc(HWND hwnd, UINT msg, WPARAM wParam, LPARAM lParam)
{
    switch(msg)
    {
        case WM_CLOSE:
            DestroyWindow(hwnd);
        break;
        case WM_DESTROY:
            PostQuitMessage(0);
        break;
        case WM_LBUTTONDOWN:

    OPENFILENAME ofn;
    ZeroMemory(&ofn, sizeof(ofn));
    ofn.lStructSize = sizeof(ofn); // SEE NOTE BELOW
    ofn.hwndOwner = hwnd;
    ofn.lpstrFilter = "Text Files (*.txt)\0*.txt\0All Files (*.*)\0*.*\0";
    ofn.lpstrFile = szFileName;
    ofn.nMaxFile = MAX_PATH;
    ofn.Flags = OFN_EXPLORER | OFN_FILEMUSTEXIST | OFN_HIDEREADONLY;
    ofn.lpstrDefExt = "txt";

    if(GetOpenFileName(&ofn))
    {
        // Do something usefull with the filename stored in szFileName 
    }
             break;
        default:
            return DefWindowProc(hwnd, msg, wParam, lParam); 
    }
    return 0;
}

int WINAPI WinMain(HINSTANCE hInstance, HINSTANCE hPrevInstance,
    LPSTR lpCmdLine, int nCmdShow)
{
    
    WNDCLASSEX wc;
    HWND hwnd;
    MSG Msg;

    //Step 1: Registering the Window Class
    wc.cbSize        = sizeof(WNDCLASSEX);
    wc.style         = 0;
    wc.lpfnWndProc   = WndProc;
    wc.cbClsExtra    = 0;
    wc.cbWndExtra    = 0;
    wc.hInstance     = hInstance;
    wc.hIcon         = LoadIcon(NULL, IDI_APPLICATION);
    wc.hCursor       = LoadCursor(NULL, IDC_ARROW);
    wc.hbrBackground = (HBRUSH)(COLOR_WINDOW+1);
    wc.lpszMenuName  = NULL;
    wc.lpszClassName = g_szClassName;
    wc.hIconSm       = LoadIcon(NULL, IDI_APPLICATION);

    if(!RegisterClassEx(&wc))
    {
        MessageBox(NULL, "Window Registration Failed!", "Error!",
            MB_ICONEXCLAMATION | MB_OK);
        return 0;
    }

    // Step 2: Creating the Window
    hwnd = CreateWindowEx(
        WS_EX_CLIENTEDGE,
        g_szClassName,
        "The title of my window",
        WS_OVERLAPPEDWINDOW,
        CW_USEDEFAULT, CW_USEDEFAULT, 240, 120,
        NULL, NULL, hInstance, NULL);

    if(hwnd == NULL)
    {
        MessageBox(NULL, "Window Creation Failed!", "Error!",
            MB_ICONEXCLAMATION | MB_OK);
        return 0;
    }

    ShowWindow(hwnd, nCmdShow);
    UpdateWindow(hwnd);

    // Step 3: The Message Loop
    while(GetMessage(&Msg, NULL, 0, 0) > 0)
    {
        TranslateMessage(&Msg);
        DispatchMessage(&Msg);
    }
    return Msg.wParam;
}

I'm using Dev-Cpp 4.9.9.2 and have no idea how to fix this.

I have the same compiler and your program compiles and links without error. To create the project, I selected menu items File --> New --> Project --> Windows Application, entered the project name, and hit the Ok button. The compiler generated a starter shell program, I deleted everything in the c++ file and added the code that you posted.

make sure you link with comdlg32.lib

Thanks Dragon! That worked! I'll always select new project, rather than just source file for windows programs.