So I tried moving my project to Visual C++ Express 2010 on Windows 7 from a previous version on Windows XP. I got all sorts of errors where atlbase.h was not found. This isn't so much a question but I wanted to document what my resolution was for others.
Copied the following PlatformSDK files from my previous install and put them on my Windows 7 machine.
PlatformSDK/include/atl
PlatformSDK/include/mfc
PlatformSDK/lib
PlatformSDK/src/atl
I then change the VC++ Directories in the project Properties to point to those directories.
Include Directories-
*include/atl
*include/mfc
Library Directories-
*lib
Source Directories-
*src/atl
Make a change to stdafx.h
right after this line: #include "atlbase.h"
add this line: extern CComModule _Module;
Hopefully you're ready to go now! Probably not but perhaps you are well on your way.