I recently wrote a windows program an debuggged it, but rather than it loading it threw an exception with the following message: The procedure enry point RegDeleteExW could be located in the dynamic link library ADVAPI32.dll. I verified that I had #included windows.h and that the ADVAPI32.lib was was linked. Please how can I resolve this problem?

Visit this link (I assume you talking about RegDeleteKeyEx, because there is no such API: RegDeleteEx):

http://msdn.microsoft.com/en-us/library/ms724847(v=VS.85).aspx

and verify that your Windows OS is listed in a table of requirements for this function. It is possible, that your Windows is not supporting that function.