Okay, so I am doing everything you are but mine still wont work. I haven't made any changes, someone else suggested adding that header file - I took it back out.
Do you have any other plugins or library packs or anything like that?
No, my setup is all default as set when VS was installed. I presume you are running Windows 7 also? Have you checked the folder as above for the required lib file etc?
Perhaps this is a stupid (and useless) observation...
I noted that your included file is DirDialog2 but the "unresolved reference" is for CDirDialog2.... is it possible that your problem is simply you had mis-wrote somewhere the class name?
PS: I cannot help more becouse I don't know Windows API (I use Qt when I need to develop a "win" program)