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→Windows
http://www.microsoft.com/express/download/
If you paid for the Professional version of Visual Studio you can skip this step. But if you are using an express version, you need to install the Windows Server 2003 Platform SDK in order to get some headers (atlbase.h to be specific) included in the Professional version:
http://www.microsoft.com/downloads/details.aspx?FamilyId=0BAF2B35-C656-4969-ACE8-E4C0C0716ADB&displaylang=en
