I see that CBitMapEx is not MFC but an extra written by a CodeProject member in this
article[
^]. I presume you have downloaded all the source and put the header file in some directory that Visual Studio is not aware of. Just add the directory to the list of include directories in your project configuration and everything should work fine. Alternatively you could post your question in the forum at the end of the article and the author may be able to help you.