Probably you are right and you are right in the sense these code are cross platform code.
I have been using visual studio 2010 professional. So far I know , i think the SDK installed is right one. I just removed those macro directives and included the header files like :

#include <WinSock2.h>
#include <Windows.h>
#include <stdio.h>

Now, what I am getting error is :

1>C:\Program Files\Microsoft SDKs\Windows\v7.0A\include\winnt.h(4277): error C2040: 'CONTEXT' : '_CONTEXT' differs in levels of indirection from 'binding *'
1>C:\Program Files\Microsoft SDKs\Windows\v7.0A\include\winuser.h(5341): error C2365: 'INPUT' : redefinition; previous definition was 'enumerator'
1>c:\documents and settings\xyz\desktop\abc\test.h(72) : see declaration of 'INPUT'
1>C:\Program Files\Microsoft Visual Studio 10.0\VC\include\sys/time.h(16): error C2011: 'timeval' : 'struct' type redefinition
1>C:\Program Files\Microsoft SDKs\Windows\v7.0A\include\WinSock2.h(176) : see declaration of 'timeval'

Could you please know what Shall i do to overcome those error?