To create a project in which the OLE DB provider will reside
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From the File menu, click New, and then click Project.
The New Project dialog box appears.
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In the Project Types pane, click the Visual C++ Projects folder. In the Templates pane, click ATL Project.
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In the Name box, enter a name for the project, and then click OK.
The ATL Project Wizard appears.
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In the ATL Project Wizard, choose Dynamic-Link Library (DLL) for Server Type.
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Click Finish.