Your project is set to use a precompiled header (PCH), and therefore the compiler expects the source .h file for the PCH to be included in all of your .cpp files. You can either turn off PCH by going to project properties->C++->precompiled headers and setting it not to use PCH, or you can create a stdafx.h and use that as your PCH. PCH's generally contain #includes for very large header files that are included very frequently throughout your source code (windows.h, d3d9.h, string, etc.). The idea is that you compile those long headers once into a PCH, and then use that throughout your code so that they compile very quickly. Take a look at the generic Win32 application or some of the DX SDK samples to see an example of PCH generation.

Also I'll tell you a trick I've learned through the years of working with Visual Studio...if you ever get a compiler error, the first thing you should do is copy the error code and paste it right into Google. Usually the first few links are either MSDN entries that explain the error and tell you how to avoid it, or are links to forum posts where people ask questions about it. Go ahead and look at the search results for fatal error C1010, you might feel better to see how many other Visual Studio newbies have tripped up on the same problem. (Of course you can also simply go to MSDN and search for the error there directly, if you want to get the official documentation first).

Oh and one more thing...please use the "source" tags when posting long bits of code, makes it easier for all of us to read. [smile]