To ensure you've got all of the header files, your best bet is probably to download the entire Windows Platform SDK, which is available from Microsoft <a href="http://www.microsoft.com/msdownload/platformsdk/sdkupdate/psdk-full.htm">here</a>.
(If you normally use an "alternative" browser, you'll need to temporarily fire up a copy of IE to get this download; it appears that the Platform SDK download page is broken in non-IE browsers.)
The years just pass like trains. I wave, but they don't slow down.
-- Steven Wilson