I was really hoping for "you're just stupid" so at least there was room for improvement ... That's really a shame.

Visual Studio.NET makes it a lot easier, mainly because it comes with all the SDKs that you could possibly need.

The flip side is true as well, though -- it's a total PITA trying to get Linux source code to build under Windows.

And, frankly, most open source software isn't the best example of Win32 code available -- a lot of it is either dross, or barely ported back from a Linux version (open source being a cultural anathema to Windows programmers).