I'm inclined to think that your Visual Studio setup is conflicting with your needs somewhere...
Think that could be it, when installing the SDK, I had to add three directories:
$(ProgramFiles)\Microsoft Platform SDK\lib
$(ProgramFiles)\Microsoft Platform SDK\bin
$(ProgramFiles)\Microsoft Platform SDK\include
The way it was showed on the video, it seemed that these three had to be added to the executable files, but, when I did that, I got an error message saying that <windows.h> could not be found.
When I added the "$(ProgramFiles)\Microsoft Platform SDK\include" directory to the include files, that problem was gone, however, I'm now getting the mentioned error.
Do I have to include all three directories to the executable-include- and library files?
It was showed that I had to add them by pressing tools->options->Projects and Solutions->VC++Directories->there I found the several files, but as said, it seemed as if I had to add the three directories only into the executable file, but this gave me the error that <window.h> couldn't be found???