It''s part of OpenGL 1.2, which is why it isn''t in Microsoft''s OpenGL 1.1 header.

Add this line to your code somewhere. BTW, you should probably check the GL version at runtime before using it.

#define GL_CLAMP_TO_EDGE 0x812F 

There is no later version of the OpenGL library on Windows. More recent features are accessed through function pointers which have to be linked at runtime. There are several libraries which can do this for you though, effectively giving you OpenGL 1.4 support without having to load any function pointers. See the FAQ (or my sig) for details.

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www.elf-stone.com | Automated GL Extension Loading: GLee 2.00 for Win32 and Linux

Call glGetString with GL_VERSION and then convert the string to a float.

Of course, if you were using GLee, you could just do:
if (GLEE_VERSION_1_2)
{
}