Can't compile UDF's on Windows

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Can't compile UDF's on Windows

I can't seem to compile the UDF's run by DIP option 14 on Windows.

I've got Visual Studio 2005 and the Platform SDK installed.  It keeps failing on a missing limits.h.  This file is located in C:\Program Files\Microsoft Platform SDK\Include\crt.

Any idea why it's not finding the file?  Do I need to set some additional paths somewhere?  The install guide mentions needing VS 2005, but not the Platform SDK.  I gathered that on my own and got it installed, but the compile process isn't using the headers provided by it...

Thanks!