This is something that I've been asked more than once, and so here goes an answer that might help if you run into this.
Let's say that you create a new project and borrow code or do something of the sort, and suddenly start getting an error message such as this one
xmllite.h(49) : error C2146: syntax error : missing ';' before identifier 'IXmlReader'
This typically points to a missing macro. You can fix this by adding this to your include headers:
If you're using Visual C++-style projects, this may already be included via stdafx.h including the Windows headers for you.