I am trying to call CoInitializeEx and CoInitializeSecurity but I get an unknown command error --CoInitialize() works.. The documentation says all of these are in the same header and lib?
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#include <afxdisp.h>        // MFC Automation classes

you have this in stdafx.h ?
The mentioned functions are not MFC but Windows functions.
Did you add COM/OLE support to your project?

It is obvious that you lack a PREPROCCESOR directive. I advise you to create a new project with the OLE support and then compare what is missing in the c++ settings and stdafx.
These two functions are DCOM functions.

You need to define either _WIN32_WINNT >= 0x0400 or _WIN32_DCOM before including the header files or use the /D compiler option.

#define _WIN32_WINNT  0x0400
#define _WIN32_DCOM

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chensu's is right.  I've run into this problem so many blasted times on W95 and W98 and all I do is add _WIN32_DCOM to my Project settings and CoInitializeEx works perfecto.  
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