I got this compiler warning after installing the Visual Studio 2008 SDK. After digging into it, turns out that the path to 'C:\Program Files\\Microsoft SDKs\Windows\v6.0A\lib' gets added to the LIB environment variable in the VS2008 console. However, the installer did not seem to create that folder (or maybe I skipped an option in the installer, who knows?).

Anyway, just creating the 'lib' subfolder in the SDK installation dir makes the warning go away... I don't know what's supposed to be in that folder, but obviously anything relying on that would still be broken.