Why do you have to include stdafx.h in Microsoft Visual Studio. What does it do? In the file it sounds like this is where you should put the header files.
stdafx.h is just a local file created for the sole purpose of holding on you're header files. If you don't want it, delete it and don't include it in your main cpp file.
I think above is quite 'heavy-handed'. From what I know, a lot of commercial organizations do use MFC/ATL extensively in their finished software product.
ATL btw is called Active Template Library ? It allows non-C++ applications to call C++ made component ? I knew I uses it instead of create it back in those Visual Basic programming days.
stdafx.h is used for precomiled headeres, if you delete it go to the project properties and turn off use precompiled headers else you will have an error.