Fair enough. It works with my XS code as well. (Also true that windows.h is pulled in by default.)

Now my main problem with NOTIFYICONDATA itself that it needs a hWnd parameter. In other words if I want to have a notify icon I have to have a main window. Currently I have a standalone application which creates a notify icon:

int WINAPI WinMain(HINSTANCE hInstance, HINSTANCE hPrevInstance, LPSTR
+ lpCmdLine, int nCmdShow)
{
    INITCOMMONCONTROLSEX icc;
    WNDCLASSEX wc;
    LPCTSTR MainWndClass = TEXT("Template");
    HWND hWnd;
    HACCEL hAccelerators;
    HMENU hSysMenu;
    MSG msg;

    // Initialise common controls.
    icc.dwSize = sizeof(icc);
    icc.dwICC = ICC_WIN95_CLASSES;
    InitCommonControlsEx(&icc);

    // Class for our main window.
    wc.cbSize            = sizeof(wc);
    wc.style            = 0;
    wc.lpfnWndProc            = &MainWndProc;
    wc.cbClsExtra            = 0;
    wc.cbWndExtra            = 0;
    wc.hInstance             = hInstance;
    wc.hIcon            = (HICON) LoadImage(hInstance, MAKEINTRESOURCE
+(IDI_APPICON), IMAGE_ICON, 0, 0, LR_SHARED);
    wc.hCursor            = (HCURSOR) LoadImage(NULL, IDC_ARROW, IMAGE
+_CURSOR, 0, 0, LR_SHARED);
    wc.hbrBackground        = (HBRUSH) (COLOR_BTNFACE + 1);
    wc.lpszMenuName            = MAKEINTRESOURCE(IDR_MAINMENU);
    wc.lpszClassName        = MainWndClass;
    wc.hIconSm            = (HICON) LoadImage(hInstance, MAKEINTRESOUR
+CE(IDI_APPICON), IMAGE_ICON, 16, 16, LR_SHARED);

    // Register our window classes, or error.
    if (! RegisterClassEx(&wc))
    {
        MessageBox(NULL, TEXT("Error registering window class."), TEXT
+("Error"), MB_ICONERROR | MB_OK);
        return 0;
    }
    
    // Create instance of main window.
    hWnd = CreateWindowEx(0, MainWndClass, MainWndClass, WS_OVERLAPPED
+WINDOW, CW_USEDEFAULT, CW_USEDEFAULT,
                                                320, 200, NULL, NULL, 
+hInstance, NULL);

    // Error if window creation failed.
    if (! hWnd)
    {
        MessageBox(NULL, TEXT("Error creating main window."), TEXT("Er
+ror"), MB_ICONERROR | MB_OK);
        return 0;
    }
    
    // Create notify icon

    NOTIFYICONDATA nid;

    nid.cbSize = sizeof(NOTIFYICONDATA);
    nid.hWnd = hWnd;
    nid.uID = 100;
    nid.uVersion = NOTIFYICON_VERSION;
    nid.uCallbackMessage = WM_MYMESSAGE;
    nid.hIcon = LoadIcon(NULL, IDI_APPLICATION);

    wcscpy(nid.szTip, TEXT("Notify Icon"));

    nid.uFlags = NIF_MESSAGE | NIF_ICON | NIF_TIP;
     
    Shell_NotifyIcon(NIM_ADD, &nid);

    // Load accelerators.
    hAccelerators = LoadAccelerators(hInstance, MAKEINTRESOURCE(IDR_AC
+CELERATOR));

    // Add "about" to the system menu.
    hSysMenu = GetSystemMenu(hWnd, FALSE);
    InsertMenu(hSysMenu, 5, MF_BYPOSITION | MF_SEPARATOR, 0, NULL);
    InsertMenu(hSysMenu, 6, MF_BYPOSITION, ID_HELP_ABOUT, TEXT("About"
+));

    // Show window and force a paint.
    ShowWindow(hWnd, nCmdShow);
    UpdateWindow(hWnd);

    // Main message loop.
    while(GetMessage(&msg, NULL, 0, 0) > 0)
    {
        if (! TranslateAccelerator(msg.hwnd, hAccelerators, &msg))
        {
            TranslateMessage(&msg);
            DispatchMessage(&msg);
        }
    }
    
    // Finished so withdraw notify icon
    
    Shell_NotifyIcon(NIM_DELETE, &nid);

    return (int) msg.wParam;
}
[download]

However in the XS code I guess I can't have a WinMain function.