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Secondly, when you select precompiled headers in the project settings, what exactly is the meaning of the field called "through header". EG some sample programs that I've seen are designed to use precompiled headers "through header stdafx.h". What exactly does this mean??
It means that the compiler basically ignores everything until it sees '#include "stdafx.h"'. This has been the cause of a number of problems for novices who put code above that line and then can't figure out why they get errors.