This seems like a pretty softball question, but I always have a hard time looking up this function because there seem there are so many variations regarding the referencing
I realize this is an old thread, but it didn't get me the "right" answer, so am adding it now.
The way this appears to be done now is to use the TEXT macro. The example for FindFirstFile at msdn points this out.
http://msdn.microsoft.com/en-us/library/windows/desktop/aa364418%28v=vs.85%29.aspx