PhysX - Compiling Error - physx

I'm just trying to build the Lesson 101 from PhysX tutorials. I'm using VS2008 and this is the compile error im getting. Not sure what to do...?
Im using Windows 7.
1>------ Build started: Project: L101, Configuration: Debug Win32 ------
1>Compiling...
1>Lesson101.cpp
1>c:\program files\nvidia corporation\nvidia physx sdk\v2.8.1\sdks\foundation\include\nx.h(34) : fatal error C1189: #error : custom definition of NX_CALL_CONV for your OS needed!
Thanks

Write
#define WIN32
before including the PhysX header files.

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========== Build: 0 succeeded, 1 failed, 0 up-to-date, 0 skipped ==========
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[EDIT]
Following is the total error msg
>Build started 7/5/2011 9:33:32 AM.
1>InitializeBuildStatus:
1> Touching "Debug\final_version.unsuccessfulbuild".
1>CustomBuild:
1> Performing Custom Build Tools
1>C:\Program Files\MSBuild\Microsoft.Cpp\v4.0\Microsoft.CppCommon.targets(151,5): error MSB6006: "cmd.exe" exited with code -1073741515.
1>
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1>
1>Time Elapsed 00:00:00.07
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