problem compliling the example code

hello, i just want to say sorry for any newbe mistakes i am coming from java and trying to figure this out. i cant seem to compile any of the example code i get build errors:

not for sure if there is a different process that i am not doing or something i do not understand?
i can run the examples from the SDK browser perfect but when i try to do it in VS 2005 or VS 2008 i get build errors. any help with this or pointed in the right direction on these problems would be great.

thanks for helping a newb