Thread: creating an application

I've been programming in C++ for a little while now, creating projects in this manner:

Using Visual Studio 2005:
Creating a new project
Under Visual C++ - going to Win32
Win32 Console Application
Application Settings
Checking Empty Project

Currently, when I code like this and compile, an executable will be created, and I can run my program by opening it. This was the only way I was taught.
However, now I would like to make an actual application with a window (not the dos-like window that the executable uses), buttons, and space for input and output. I have a few questions.

1) Would I still create the project like I did above? If differently, how?
2) I created a project like i did above, and copied and pasted some code from the tutorial

Code:

#include <windows.h>
int APIENTRY WinMain(HINSTANCE hInstance,
                     HINSTANCE hPrevInstance,
                     LPSTR     lpCmdLine,
                     int       nCmdShow)
{
 	
	MessageBox(NULL, "\tHello World!", "My first windows app", NULL);
	return 0;
}

//http://www.cprogramming.com/tutorial/opengl_windows_programming.html

And I get this error:

Code:

Error	1	error C2664: 'MessageBoxW' : cannot convert parameter 2 from 'const char [14]' to 'LPCWSTR'

Since I've never coded like this before, I am not able to figure out the problem.

Basically, I want to take some of my C++ programs that I've created (using the method at the top) and make them have actual windows, buttons, and space for input and output.

I am learning this on my own (following online tutorials), and any help would be greatly appreciated.
Also, I wasn't sure if i should post this here, or in the Windows Programming section.