Are you sure that you are using the STLport include files, instead of the standard Visual C++ include files? You must add the ...\include\stlport directory to your include path, before any of the system includes. From INSTALL.WINDOWS:
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If you're using STLport, also add the include files for STLport. (Note that you must add the include\stlport directory, not just "include".)
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You don't need to explicitly link any STLport libraries -- the STLport headers take care of this (provided that you use them
).