Linker Problem, Please Help: Skeleton.obj : error LNK2001: unresolved external symbol "protected: static class GameEngine * GameEngine::m_pGameEngine" (?m_pGameEngine@GameEngine@@1PAV1@A)

I am creating a simple game engine, to get my feet wet.

The program I've created compiles, but it does not link correctly.  It gives the following error:

Skeleton.obj : error LNK2001: unresolved external symbol "protected: static class GameEngine * GameEngine::m_pGameEngine" (?m_pGameEngine@GameEngine@@1PAV1@A)

I've google'ed for a solution, but all the results come back about missing library dependancies or directions on including header files into the project, neither of which I believe to be the problem.

I'm pritty sure its a problem with how I'm using the GameEngine class in my program.  Here is the main referance for the member variable m_pGameEngine:

In class GameEngine

     // GetEngine method allows outside access to the GameEngine pointer
     static GameEngine*  GetEngine() { return m_pGameEngine; };

In GameEngine::GameEngine()

      // Set the member variables for the game engine
      m_pGameEngine = this;

Thanks for the help.