1. Launch Visual Studio 2005. Select File | New | Project. Expand the Visual C++ Project Types and select ATL. In the Templates area, select ATL Project. In the Location field, type C:\VS223 (VS223 is arbitrary and corresponds to a training class at Volt/Microsoft). In the Name field, enter MyMathLib. Make sure the "Create directory for solution" checkbox is not checked. Click OK. You can think of ATL (Active Template Library) as a super-wizard which will help you create COM code. See the image below.