why do i keep reading about not using .h at the end of the #include <whatever.h>?

i am using Microsoft Visual studio 6 and when i take out the .h i get this error:

c:\program files\microsoft visual studio\myprojects\ftp\ftp.cpp(56) : fatal error C1010: unexpected end of file while looking for precompiled header directive

i am not sure if it has anything to with it but it might. I still get errors with the .h but none like this one. Also may i ask why when i asked a ? about ending a process it was sent to another board? The program was in c++. well thanks and if you know anything about how to end a process in c++ please let me know..i cant figure it out..i am using TerminateProcess() and i get errors so thanks for any help