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CWinAPIException
MFC-extension class for handling Windows API errors
Breaking Changes in Visual C++ 2005
There are a number of changes in Visual C++ 2005 that can break your existing programs. The Visual C++ product team has identified some of the changes most likely to impact you.
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Learn how and why you should use C++ exceptions to replace the use of the exit() method in legacy code.
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Application Programming Interfaces (APIs) are where you have to be. It's not a matter of if as much as a matter of which.