You do not have the "common" files linked in to your project. Did you use the dsp that came with the project?? Did you install the XDK to C:?
In the samples directory, there are a bunch of files in a subdir called "common" - both source and headers. You need to include some of the source files from that directory in most of the projects from the XDK, since they include helper classes and the so-called "XTL framework" classes (CXBApplication, for example, is built from xbapp.cpp).
Just make sure you include those source files in your project.
