In case you're still watching this thread:

The "overloaded winmain" error occurs because of Unicode support. You can turn this off in Project->Properties->Character Set (switch it to "not set").

Alternately, you can rename WinMain to wWinMain, and it should compile.

However there's another problem with your code. Your window class structure is ommitting the class name, lpszClassName, which should be set to "DirectXExample" according to your code (wcex.lpszClassName = "DirectXExample" or if you're using Unicode, wcex.lpszClassName = L"DirectXExample".