sleep function for C++ (Windows NT)

I would appreciate some help with a C++ program:
I need a system call that will put a thread to sleep for a given amount of time (secs or millisecs). I already know how to do it in Unix, but I can't find the way to do it in Windows NT (Visual C++)
Thank you very much :)
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Use the Win32 API functions Sleep or SleepEx.

VOID Sleep(
  DWORD dwMilliseconds   // sleep time in milliseconds

DWORD SleepEx(
  DWORD dwMilliseconds,  // time-out interval in milliseconds
  BOOL bAlertable        // early completion flag

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PrismAuthor Commented:
For some reason this doesn't work in MS VC++. Can you tell me what files did you include to make it work? Thank you very much
PrismAuthor Commented:
I made it work, just had to include windows.h
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