Problem using matlab function in visual studio c++?

I am trying to use the linprog function in visual studio 2010. I have used the matlab compiler according to the walkthrough at
When I start writing the C++ document however, I cannot get things to work. The mclInitializeApplication function is undefined, and I do not know what I have to add to define it.

Any help here would be much appreciated!
As far as I can determine the site's info tells me the definition is in libvigenere.h or in viginere.h. Do you have these headers?
If so, see whether you can find the Init function.
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