>>I didn't know what it meant<<
Fair enough.
You need to
#define WINVER 0x0500 before you #include <windows.h>, otherwise when your program is compiled the function is not declared - hence the error message you got. It's actually better to set it in whatever preprocessor setting your compiler has (check its documentation) but for smaller projects (one or so files) you can get away without doing so.
I think this is mentioned in the search link I provided, together with a link to further preprocessor definitions that are important when programming for windows which you may find of interest.