Well, if you listed your error codes, it might help. Off the top of my head, do you have something in Particles.h to make sure that the file is only included once? There are two methods of doing this. The first is to use #pragma once, but I think that might be Microsoft specific. The second is to use a #define.
Example:
#ifndef PARTICLES_H
#define PARTICLES_H
class CParticleWrapper
{
...
};
#endif
Also, unless you're deriving from a class in Particles.h or using an instance of a class instead of a pointer, you can use a forward declaration of the class and skip including the header file in a header file, which will save you compile time.
#ifndef LOAD_H
#define LOAD_H
class CParticleWrapper;
class CLoader
{
CParticleWrapper * m_pParticle;
public:
CLoader(CParticleWrapper * pParticle);
...
};
#endif
Then, in the Load.cpp, you would include the particle.h file.