I had a lot of trouble with that as well, I've emailed you a new version of ServProv.h and Urlmon.h, they're used internally by VC++ but there is ambiguity causing the error so I've fixed both files so they should work. Simply place them in your poject directory with all your other includes and add them to your project.
After doing that you'll probably get a couple new errors that I'll have to see and tell you how to fix. A lot of project settings have to be changed to get the DLL to work right, it's a bloody pain but once you know what to change it's easy.
Oh yes, and in Visual Studio open up the 'Tools > Options' menu and go to the 'Projects > VC++ Directories' screen. Change the drop down box in the top right corner of this screen to 'Include files' and make sure the list has a entry that says "$(ProjectDir)" at the very top of the list, if there's no entry then add it in. If it's down the bottom then just keep pressing the up arrow so it's at the top. This means it will use the header files I gave you before the ones in the Visual Studio directory.
"Computers are useless they can only give you answers."