You may need to change the values of the #define values WINVER, _WIN32_WINNT, and _WIN32_IE. These values control, at compile time, the availability of certain declarations. I typically use:
#define WINVER 0x0501
#define _WIN32_WINNT 0x0501
#define _WIN32_IE 0x0600
These specify Windows XP and Internet Explorer 6.0 and greater. The best place to set these is at the top of stdafx.h, before you have #included any of the system header files.
Software Zen: delete this;