I was just wondering, in all of the code snippets i see there is no
#include "stdafx.h"
in them, but i cannot compile a program without it.

Is this a Microsoft Visual C++ that is the problem or am i just missing the point here?

'stdafx' is just the default name for the 'precompiled header directive'. The headers that included in stdafx.h are compiled once, and the information is saved to disk. When a file includes stdafx.h, the compiler just loads the precompiled data instead of re-parsing all the headers. Typically, more times is spent parsing header files than actually compiling your code, so using precompiled headers can dramatically speed up your build times.

Some additions:
stdafx.h is Visual C++ specific pre-compiled headers artifact.
In precompiled headers mode VC++ ignores all lines before #include "stdafx.h". You may switch on/off this mode in Project Properties | Configuration | C/C++ | Precompiled Headers tab.

how do i get to project properties?

There is a wonderful thing in VS IDE: the Main Menu (look at the top of the VS window). Select Project | projectname Properties or simply press Alt+F7 (if you can cope with a keyboard ;))...

Yeah, really now. Look i had a brain fade, im not a complete idiot. Found it, thanks for your info, it is very useful.