Stdafx.h

An include file for standard system include files and for project-specific include files that are used frequently but are changed infrequently.

You should not define or undefine any of the _AFX_NO_XXX macros in stdafx.h; see the Knowledge Base article "PRB: Problems Occur When Defining _AFX_NO_XXX". You can find Knowledge Base articles in the MSDN Library or at http://search.support.microsoft.com/.

Stdafx.cpp

Contains the preprocessor directive #include "stdafx.h" and adds include files for precompiled types. Precompiled files of any type, including header files, support faster compilation times by restricting compilation only to those files that require it. Once your project is built the first time, you will notice much faster build times on subsequent builds because of the presence of the precompiled header files.