fail to build when this happens, and show an appropriate error.

The brave of heart can circumvect this. Defining ALLOW_MSVC6_WITHOUT_PSDK
in lib/config-win32.h, although absolutely discouraged and unsupported,
this will allow the die hard MSVC hacker to build in such a discouraged
environment.

The actually supported 'fix' is to install 'February 2003 Platform SDK'
a.k.a. 'Windows Server 2003 PSDK' which can be freely downloaded from
http://www.microsoft.com/msdownload/platformsdk/sdkupdate/psdk-full.htm