Actually, thinking about it, most likely you are using "precompiled headers" and the #undef MAY not work.
Go into project settings for all your projects, click on the C++ tab and select "Preprocessor" from the dropdown list. Make sure _UNICODE is not in the list of "Preprocessor Definitions"
I have never used it but "Undefined Symbols" could get _UNICODE added and have the same effect I THINK
Matt