Have you included 'atlimage.h' like MSDN says you need to?

Note that C++ is part of the Active Template Library(ATL) not part of GDI+.
Also did you read the notes:
Quote Originally Posted by MSDN
When you create a project using CImage, you must define CString before you include atlimage.h. If your project uses ATL without MFC, include atlstr.h before you include atlimage.h. If your project uses MFC (or if it is an ATL project with MFC support), include afxstr.h before you include atlimage.h.

Likewise, you must include atlimage.h before you include atlimpl.cpp. To accomplish this easily, include atlimage.h in your stdafx.h.