Post the exact errors you're getting, and the code (or relevant parts if it's big).
One thing that might be part of the problem would be if you didn't install the
Platform SDK.
You'll need it eventually, so even if it's not the problem, you might as well install it...
Oh, and one other thing that might be the cause - In the Project Properties, in C/C++ -> General, make sure you have the path to your .h files in the "Additional Include Directories" if they aren't in the same directory as the VC++ project.