Yes MFC applications written in Visual Studio 2003 can use those functions. For a better overview of the definition, please read the following article:
http://msdn.microsoft.com/en-us/library/aa383745.aspx
To overcome your problem, you must write the following at the top of stdafx.h
#ifndef _WIN32_WINNT // Allow use of features specific to Windows NT 4 or later.
#define _WIN32_WINNT 0x0501 // Change this to the appropriate value to target Windows 98 and Windows 2000 or later.
#endif
#pragma once