Check if this function or definition is only supported on some version of Windows. In this case it may be protected by a version macro (like WINVER, _WIN32_WINNT, _WIN32_IE) that you must define properly. The current include files for Windows (in Pelles C) will default to Windows Vista; see the file sdkddkver.h.
If it still doesn't work, the #include file might be out-of-date. In this case you can help me by telling me which definitions you are missing, and the name of the file.
You can also try the include files directly from Microsoft which should work, mostly, with Pelles C.
