yes i actually got that same error, even when i changed it to windows.h. ok so here is how i fixed it, don't select empty project during the initial process, so have the compiler automatically generate regular template code for you.
ironically, the compiler generated another file that had the following line & it worked,
...
// stdafx.h : include file for standard system include files,
// or project specific include files that are used frequently, but
// are changed infrequently
//
#pragma once
#define WIN32_LEAN_AND_MEAN // Exclude rarely-used stuff from Windows headers
// Windows Header Files:
#include <windows.h>
// C RunTime Header Files
#include <stdlib.h>
#include <malloc.h>
#include <memory.h>
#include <tchar.h>
// TODO: reference additional headers your program requires here