__security_cookie is an implementation detail of the MSVC stack buffer overrun detection mechanism. If you see this linker error it generally means that the library you are using was compiled with a relatively recent version of MSVC, but the compiler you are using either isn't MSVC or an older version. One way to address this issue is to link against one of the verification cookie libraries supplied in the Windows Platform SDK (generally bufferoverflowU.lib, see the previously linked article for the differences). Another option is to recompile the library that uses __security_cookie with the compiler you're using for the rest of your code. You could also switch to a recent version of MSVC.