Where can I get wmp.h?

I want to test the source blow.

http://msdn.microsoft.com/en-us/library/dd564579(v=VS.85).aspx

However, I entercounted an error code,

Can not find "wmp.h".

Then, I tried finding that header file by googling.

I didn't find the file yet.

Where can I get that file?

And Is the source code enble me to play "*.wmv" file??

Thanks.
Download and install the Windows SDK.
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