Where can I find CoInitializeEx(...)

I am using the clipboard for the first time and following
Swanke's book "Visual C++ MFC Programming by Example.",
example 76.

This serializes my doc to the clipboard:

    ...
    CSharedFile file(GMEM_MOVEABLE|GMEM_DDESHARE);

    CArchive storeArchive(&file
     , CArchive::store | CArchive::bNoFlushOnDelete);
    TRY {
        Serialize(storeArchive, m_selections);
        // flush and close the memory file
        storeArchive.Close();
    }
    CATCH_ALL(e)
    {
       ...
    }
    END_CATCH_ALL

    // pick out the memory file
    HGLOBAL hMem = file.Detach();
    if(!hMem) return;

    // now stick this file into the clip board. the data source object
    // will be deleted when the clipboard is emptied
    COleDataSource* pDS = new COleDataSource();
    pDS->CacheGlobalData(theApp.GetDocClipboardFormat(), hMem);
    pDS->SetClipboard();
}


When I get the the clip board part, I get an exception thrown with the message that I haven't called CoInitialize().

When I look in the doc, it says that I shouldn't use this in any new apps but should call CoInitializeEx(NULL). My problem is that I can't find this routine. No header file in MFC 6.0 seems to contain it and their is only one reference to CoInitialize(...) when I do a find on the MFC source code.

I have put the call to CoInitialize(NULL) in the InitInstance of the main app and that seems to work.

However, my questions are:

1. Should I be using CoInitializeEx(NULL)?

2. If so, which header file defines it?