You will also need.
VS 2003 to compile it
Download and install the SDK
Inport the Mach includes into your project, (I posted up above in the finished plugins, some "Universal" Plug in templates if you would like to try them out).
Also, Under Memebrs Docs, James has posted a really good "How to start Plugins" or something like that tutorial, it is definatly a must read!!
Scott