Martin v. Löwis added the comment: See the MSDN for details. IIUC: - _WIN32 is defined by the compiler, always, unless the platform is WIN16 (which is no longer supported). It is even defined on Win64 (where the compiler also defines _WIN64). So there should be no need to defined it explicitly. - WIN32 is checked-for in WinSock2.h. I couldn't figure out when precisely it is supposed to be defined. - _USRDLL apparently was once a mechanism of how to integrate with MFC. It apparently isn't really used anymore in VS 2003 (afx.h still uses it to trigger linkage of __afxForceUSRDL); I suppose it is safe to drop for Python - I couldn't quite figure out what _WINDOWS is good for. - _CRT_SECURE_NO_DEPRECATE as you say, although that's also defined in pyconfig.h.
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