I'm trying to write some c++ code to use the ITaskbarList3, but I'm getting that error. I have confirmed that I am including shobjidl.h (but I checked and this file only defines up to ITaskbarList2). I have Visual Studios 2008 (SP1) and I have Microsoft Windows SDK for Windows Server 2008 installed.
Does anyone know what I am missing?
You need to install the Windows 7 SDK. That has an update shobjidl.h with ITaskbarList3.
ITaskbarList3 is only defined from Windows 7 onwards, so you'll need the Windows 7 SDK to get the updated declarations for the new functionality. Windows Server 2008 is derived from Vista, which only implemented up to ITaskbarList2 (as per Windows XP).
Or you can adapt the content of Windows 7 SDK related to ITaskbarList3 from the shobjidl.h into your code as virtual methods, don't forget their GUID
you have to be careful not to call those methods while using XP or Vista as they only exist from win7 and beyond.