CoInitializeEx

I'm going through this book and in one of the first coding chapters it uses this line of code:

CoInitializeEx(NULL, COINIT_MULTITHREADED);

I checked on MSDN's DirectX lookup and the syntax looks like it's right. MSDN says COINIT_MULTITHREADED is the default for it. MSDN also mentions I need to define this at the top though it doesn't seem to work: #define _WIN32_DCOM I get these errors: error C3861: 'CoInitializeEx': identifier not found, even with argument-dependent lookup error C2065: 'COINIT_MULTITHREADED' : undeclared identifier Anyone know if I'm supposed to be including something I may not have included in my Project Properties?