I can't figure it out - doing this

DEFINE_GUID(CLSID_MYCL,......);

I always get an error
'error LNK2001: unresolved external symbol _CLSID_MYCL'

Why is that - I got lot's of GUIDs in separate header which
I include to my code. That's a standard windows header
not modified. What is going on with the compiler?

UF