@pecenipicek:
I think you are also using VC++ express 2005
Have you added platform SDK path to 'references' in project properties?
right-click on project name(e.g:'code') -> properties -> common properties -> references -> Add Path
I added the platform SDK include/lib paths to both 'project properties' and 'tools->option->project and solution -> VC++ Directories',now it doesnt give 'windows.h/winsock.h missing errors' anymore.
I am new to this VC++ express 2005 thing too,so I might be wrong.
edit:removed img because it's not working

edit2:just got another 5 linker errors while compiling freespace2 project:(code.lib liblua.lib libjpg.lib were compiled successfully with some non-essential warnings)
code.lib(movie.obj) : error LNK2019: unresolved external symbol "void __cdecl mve_close(struct MVESTREAM *)" (?mve_close@@YAXPAUMVESTREAM@@@Z) referenced in function "bool __cdecl movie_play(char *)" (?movie_play@@YA_NPAD@Z)
code.lib(movie.obj) : error LNK2019: unresolved external symbol "void __cdecl mve_shutdown(void)" (?mve_shutdown@@YAXXZ) referenced in function "bool __cdecl movie_play(char *)" (?movie_play@@YA_NPAD@Z)
code.lib(movie.obj) : error LNK2019: unresolved external symbol "void __cdecl mve_play(struct MVESTREAM *)" (?mve_play@@YAXPAUMVESTREAM@@@Z) referenced in function "bool __cdecl movie_play(char *)" (?movie_play@@YA_NPAD@Z)
code.lib(movie.obj) : error LNK2019: unresolved external symbol "void __cdecl mve_init(struct MVESTREAM *)" (?mve_init@@YAXPAUMVESTREAM@@@Z) referenced in function "bool __cdecl movie_play(char *)" (?movie_play@@YA_NPAD@Z)
code.lib(movie.obj) : error LNK2019: unresolved external symbol "struct MVESTREAM * __cdecl mve_open(char *)" (?mve_open@@YAPAUMVESTREAM@@PAD@Z) referenced in function "bool __cdecl movie_play(char *)" (?movie_play@@YA_NPAD@Z)
Additional Dependencies:
kernel32.lib advapi32.lib user32.lib ole32.lib gdi32.lib Quartz.lib d3d8.lib d3dx8.lib DxErr8.lib odbc32.lib odbccp32.lib wsock32.lib winmm.lib vfw32.lib msacm32.lib comctl32.lib ogg_static.lib vorbis_static.lib vorbisfile_static.libIgnored libs:
libci.lib,libc.lib,libcd.lib,libcmt.lib