"stdafx.h"

I am running my programs through Microsoft Visual C++ 2008 express edition. Every time I try to run a program on every program it asks me for stdafx.h does anyone know why?
stdafx.h is needed for crl projects, but if you start from an empty project it shouldn't ask you for that
Bazzy I think the reason I was getting that error is because behind every #include <iostream> like this I was adding a semi colon ; this is wrong and the program did not like it.
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