I'm using Visual C++ 2005 Express with SAPI 5.1. I managed to fix the header file compilation errors, except that atlthunk.lib does not exist. Is my solution the same as with using WTL with Visual C++ 2005 Express (I'm referring to the site here.)

Atlthunk.lib help.
mirren_st
Yes it is. The page you mentioned describes how to entirely remove the need for atlthunk.lib. That's what providing definitions for AllocStdCallThunk and FreeStdCallThunk does for you.