In that case, it's again a project setup problem. You created your project as a console project, which causes VC++ to set the SUBSYSTEM linker switch to CONSOLE and look for a main() as the program entry point. The tutorial, however, expects you to create a standard Win32 project, which causes VC++ to set the SUBSYSTEM linker switch to WINDOWS and look for a WinMain() as the program entry point.
To solve, go to the project options, linker tab, and set SUBSYSTEM to WINDOWS. In the future, create Win32 projects instead of Win32 Console projects, unless you actually want the console.
(I wonder how many billion times I've already answered this one. How do I propose something for a FAQ?)