Thought I saw something in here about an easier way to use Microsofts SDK.
Also from what I know it also involves buying Visual Studio.
I don't use Visual Studio.
The easiest way is to download the WSDK http://msdn.microsoft.com/en-us/windows/bb980924
the older versions http://msdn.microsoft.com/en-us/windows/ff851942
or get them on DVD/cd for free (don't think I paid S&H I could be wrong) http://mssdk.orderport.net/22221848/showall.asp
The oldest ones still available AFAIK are here (http://www.microsoft.com/downloads/en/details.aspx?familyid=D8EECD75-1FC4-49E5-BC66-9DA2B03D9B92&displaylang=en) and here (http://www.microsoft.com/downloads/en/details.aspx?familyid=EBA0128F-A770-45F1-86F3-7AB010B398A3&displaylang=en).