I am brand new to Visual C++ programming. I started reading a book and the tutorials available here, and started playing with some code.

I've created a Button on a GUI in a dialog based project. Separatly I've written a console application that does something. Now, I took that code and pasted it in the event description of that Button.
The original code uses a header file I've made. I've included it in the .cpp sourse for the GUI, but the compiler says that there is no such file or directory.
Here's are some sections of the code to see where I put stuff:

Code:
// Initial GUI.cpp : Defines the class behaviors for the application.
//

#include "stdafx.h"
#include "Initial GUI.h"
#include "Initial GUIDlg.h"
#include <BAFParse.h>

#ifdef _DEBUG
#define new DEBUG_NEW
#undef THIS_FILE
static char THIS_FILE[] = __FILE__;
#endif

/////////////////////////////////////////////////////////////////////////////
// CInitialGUIApp

BEGIN_MESSAGE_MAP(CInitialGUIApp, CWinApp)
	//{{AFX_MSG_MAP(CInitialGUIApp

Code:
void CInitialGUIDlg::OnOpenFile() 
{

   FILE *inp;
   int SpaceLeftU, NameLengthU, SpaceLeftP;
   char **Units, **Params;
................................