reQuiem is a custom OpenGL Quake engine for Windows and Linux. It's designed for maximum compatibility with all things Quake - past, present and future. It's fast, reliable, and easy to configure. In short: it fixes what was broken, improves what needed improving, and leaves the rest alone. It was developed by jdhack.
That library is no longer included in recent SDKs (Vista, 7.x, 8.x).
This method of including InitGuid.h (once only) appears to be the current approach.
It might also work when using earlier SDKs but I'm not sure.