Everything you need to know about floating point under Windows

Visual C++ 8.0 (aka VC-2005) has pragmas for controling the floating point environment on a function by function basis.

Aparantly you can't just use the float.h and fpieee.h functions like _controlfp, you need to set the pragmas (or command equivilent line switches) properly as well.

MSVC++ Floating Point Optimization
_controlfp
float_control
/fp command line option