compiling proprietary c code into a dll

Hello,
in the gx developer course manual module4 lesson4.1,compiling proprietary c code into a dll,
I got a problem:
I wanted to use gx to call wrapper.dll to call myfilter.dll, when I was coding the wrapper.c,I included all the head files ,but the define of micro "CDLLFUNC"couldn't be found in any files,so what can i do for this?
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