Creating C# GUI for C++ app

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when I try to add an #include in the managed c++ project to a header of the c++ project , I get this error -

C:\Program Files\Microsoft Visual Studio 10.0\VC\atlmfc\include\atlbase.h(4878): error C3861: '_beginthreadex': identifier not found

Which “#include” directives produce the error?

Note that in managed C++ you can use your C# experience, i.e. use the .NET classes instead of MFC or Windows API, when it makes sense.