[Old and Slow]

First guess is that something is not being included. I was able to drop your code line into one of my MM:S plugins and it still compiled using VS2005. Haven't tried it on VS2008 or VS2010 but suspect it would still compile.

I do include "MRecipientFilter.h" which includes "irecipientfilter.h"

It looks like you want to hook "engine->UserMessageBegin" but do you just need to implement something like "SayText" which doesn't require hooking?