Windows
    Open project | properties in Microsoft Visual
    Studio.
    
      - C/C++ | Code Generation | Enable C++
      Exceptions, should be Yes.
- C/C++ | Code Generation | Runtime
      Library, should be set to Multithreaded DLL or
      Debug Multithreaded DLL.
- C/C++ | General | Additional Include
      Directories add the root quickfix directory.
- Linker | Input | Additional
      Dependencies, must contain quickfix.lib and
      ws2_32.lib.
- Linker | General | Additional Library
      Directories, add the quickfix/lib directory.
    Linux/Solaris
    
      - Exceptions must be enabled with -fexceptions
- The -finline-functions optimization is
      recommended.
- Quickfix library must be linked in with
      -lquickfix
- Quickfix makes use of pthreads and libxml. These must be
      linked in with -lpthread, -lxml2 and
      -lz
- On Solaris you must link with -lnsl and
      -lsocket
- GNU ld is a one-pass linker. Put more generally
      useful libraries (libsocket) last on the command line.