Brendan dude,
Sorry, I was asleep during the night wich happens to coincide with your day.

If someone knows of a reliable way to get rid of that unnecessary activity, please let me know.
Anyway, the main problem you where having (the winmain stuff) is caused by the fact that you apparently didn't add EasyCE.cpp to your project. EasyCE (1.5 AND 1.6) contains a winmain, so adding that file should solve that linker problem.
If you are missing SHFullScreen you forgot to add gx.lib to your project.
About zlib: I always add it to my projects; it involves copying a dir (get it from one of my sample projects), and adding a directory under the project settings/C++ tag: Add a header file dir that points to the zlib dir you just copied.
The sample projects have all this stuff set up properly, but I admit that it's quite a task to get it all right from scratch. EasyCE 1.7 will be a lib, to ease this slightly.
- Jacco.