Found my problem.
Code sample in the codeproject link in the readme isn't correct.
This seems to work http://tech.groups.yahoo.com/group/wtl/message/12850.
Using Visual C++ 2005 Express and I've followed the readme.txt and http://www.codeproject.com/KB/wtl/WTLExpress.aspx but Visual Studio throws an error saying altbase.h can't include windows.h (Can't find it).
Do I need to add more include paths other than the ATL in the Platform SDK?.
